-30.5%
CHWY vs SCHG
+0.2%
-30.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | +1.8% |
| 7D | +10.4% | -6.8% | +17.2% | +15.3% |
| 30D | +26.8% | -11.2% | +37.9% | +37.1% |
| 3M | -4.3% | -7.4% | +3.1% | -0.5% |
| 6M | -6.3% | -1.0% | -5.2% | -8.2% |
| YTD | -30.4% | +0.9% | -31.3% | -35.0% |
| 1Y | -30.5% | -0.2% | -30.3% | -34.9% |
| All | -30.5% | +0.2% | -30.6% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling