-40.7%
CHWY vs SBAC
-8.4%
-32.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.0% | -9.8% | -10.4% |
| 7D | -14.1% | +0.2% | -14.3% | -14.2% |
| 30D | -8.1% | +3.9% | -12.0% | -9.6% |
| 3M | +1.7% | -8.2% | +9.9% | +5.2% |
| 6M | -20.7% | -2.8% | -17.9% | -21.3% |
| YTD | -37.2% | -1.5% | -35.7% | -38.5% |
| 1Y | -50.7% | 0.0% | -50.7% | -52.3% |
| 3Y | -9.7% | -8.4% | -1.4% | -11.7% |
| 5Y | -72.9% | -43.5% | -29.4% | -65.8% |
| All | -40.7% | -8.4% | -32.3% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling