-72.2%
CHWY vs SITM
+187.3%
-259.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.6% | -4.3% |
| 7D | -13.6% | +3.9% | -17.5% | -14.4% |
| 30D | -8.5% | -6.6% | -2.0% | -7.9% |
| 3M | +8.9% | -11.9% | +20.8% | +8.5% |
| 6M | -20.5% | +81.1% | -101.6% | -37.5% |
| YTD | -38.2% | +80.0% | -118.1% | -52.2% |
| 1Y | -43.3% | +145.8% | -189.1% | -61.2% |
| 3Y | -8.5% | +475.9% | -484.4% | -61.4% |
| All | -72.2% | +187.3% | -259.5% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling