-71.9%
CHWY vs SIMO
+287.2%
-359.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +2.1% |
| 7D | -12.0% | +12.5% | -24.6% | -13.2% |
| 30D | -6.2% | +18.4% | -24.6% | -8.5% |
| 3M | +5.5% | +5.6% | -0.1% | +2.4% |
| 6M | -17.8% | +116.9% | -134.7% | -32.1% |
| YTD | -36.2% | +188.4% | -224.6% | -51.2% |
| 1Y | -40.0% | +221.3% | -261.2% | -55.7% |
| 3Y | -8.3% | +438.6% | -446.9% | -42.8% |
| 5Y | -71.9% | +287.9% | -359.8% | -80.8% |
| All | -71.9% | +287.2% | -359.1% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling