-41.6%
CHWY vs SIMO
+755.4%
-797.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.2% | -10.3% | -4.0% |
| 7D | -13.6% | +11.0% | -24.6% | -14.9% |
| 30D | -8.5% | +17.9% | -26.4% | -11.2% |
| 3M | +8.9% | +3.9% | +5.0% | +5.8% |
| 6M | -20.5% | +131.0% | -151.5% | -36.0% |
| YTD | -38.2% | +209.3% | -247.5% | -54.0% |
| 1Y | -43.3% | +223.8% | -267.0% | -58.6% |
| 3Y | -8.5% | +479.2% | -487.8% | -44.0% |
| 5Y | -72.7% | +316.0% | -388.8% | -82.4% |
| All | -41.6% | +755.4% | -797.0% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling