-40.7%
CHWY vs SFM
+252.3%
-293.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.9% | -6.9% | -10.1% |
| 7D | -14.1% | -7.2% | -7.0% | -12.9% |
| 30D | -8.1% | -14.3% | +6.2% | -5.5% |
| 3M | +1.7% | -13.7% | +15.4% | +4.2% |
| 6M | -20.7% | -6.0% | -14.6% | -20.8% |
| YTD | -37.2% | -8.2% | -29.0% | -37.2% |
| 1Y | -50.7% | -46.2% | -4.5% | -45.0% |
| 3Y | -9.7% | +83.6% | -93.3% | -24.3% |
| 5Y | -72.9% | +212.7% | -285.6% | -79.9% |
| All | -40.7% | +252.3% | -293.0% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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