-29.1%
CHWY vs SARO
-22.5%
-6.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.7% | -3.5% |
| 7D | -13.6% | -3.1% | -10.5% | -12.9% |
| 30D | -8.5% | -12.2% | +3.7% | -5.3% |
| 3M | +8.9% | -7.4% | +16.3% | +10.9% |
| 6M | -20.5% | -15.3% | -5.2% | -17.3% |
| YTD | -38.2% | -16.2% | -22.0% | -35.6% |
| 1Y | -43.3% | -12.1% | -31.2% | -41.8% |
| All | -29.1% | -22.5% | -6.7% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling