-72.2%
CHWY vs SBAC
-43.5%
-28.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.3% | -4.0% |
| 7D | -13.6% | -2.1% | -11.5% | -12.8% |
| 30D | -8.5% | +2.0% | -10.6% | -9.4% |
| 3M | +8.9% | -8.3% | +17.2% | +12.7% |
| 6M | -20.5% | +0.3% | -20.8% | -22.5% |
| YTD | -38.2% | -2.2% | -35.9% | -39.3% |
| 1Y | -43.3% | -4.6% | -38.6% | -43.7% |
| 3Y | -8.5% | -8.3% | -0.3% | -11.8% |
| All | -72.2% | -43.5% | -28.8% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling