-41.6%
CHWY vs SIRI
-35.5%
-6.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -3.2% |
| 7D | -13.6% | +0.6% | -14.2% | -13.7% |
| 30D | -8.5% | +2.5% | -11.0% | -9.1% |
| 3M | +8.9% | +6.6% | +2.3% | +7.4% |
| 6M | -20.5% | +32.9% | -53.3% | -25.4% |
| YTD | -38.2% | +50.5% | -88.6% | -43.9% |
| 1Y | -43.3% | +28.0% | -71.2% | -46.8% |
| 3Y | -8.5% | -22.4% | +13.9% | -7.2% |
| 5Y | -72.7% | -41.3% | -31.5% | -71.0% |
| All | -41.6% | -35.5% | -6.1% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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