-30.5%
CHWY vs SITM
+27.0%
-57.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.0% | +10.3% | -2.4% |
| 7D | +10.4% | -27.3% | +37.7% | +8.6% |
| 30D | +26.8% | -50.1% | +76.9% | +23.4% |
| 3M | -4.3% | -34.6% | +30.4% | -6.4% |
| 6M | -6.3% | -40.5% | +34.2% | -9.0% |
| YTD | -30.4% | +0.5% | -30.9% | -35.4% |
| 1Y | -30.5% | +27.2% | -57.7% | -34.6% |
| All | -30.5% | +27.0% | -57.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling