-33.5%
CHWY vs SIMO
+718.0%
-751.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.2% | -7.8% | -2.5% |
| 7D | -1.9% | +14.6% | -16.5% | -3.8% |
| 30D | -1.1% | +6.2% | -7.3% | -2.5% |
| 3M | +15.5% | +3.6% | +11.9% | +12.0% |
| 6M | -8.5% | +130.8% | -139.3% | -26.5% |
| YTD | -29.6% | +195.8% | -225.4% | -47.2% |
| 1Y | -44.1% | +225.0% | -269.1% | -59.4% |
| 3Y | +1.2% | +452.3% | -451.1% | -37.5% |
| 5Y | -69.4% | +303.6% | -373.0% | -80.1% |
| All | -33.5% | +718.0% | -751.5% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling