-8.5%
CHWY vs SBAC
-9.4%
+0.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.3% | -3.5% |
| 7D | -13.6% | -2.1% | -11.5% | -13.2% |
| 30D | -8.5% | +2.0% | -10.6% | -9.0% |
| 3M | +8.9% | -8.3% | +17.2% | +10.8% |
| 6M | -20.5% | +0.3% | -20.8% | -21.2% |
| YTD | -38.2% | -2.2% | -35.9% | -38.5% |
| 1Y | -43.3% | -4.6% | -38.6% | -43.2% |
| 3Y | -8.5% | -8.3% | -0.3% | -13.1% |
| All | -8.5% | -9.4% | +0.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling