-11.9%
CHWY vs SITM
+4,789.7%
-4,801.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.6% | -4.2% |
| 7D | -13.6% | +3.9% | -17.5% | -14.3% |
| 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% | -34.8% |
| YTD | -38.2% | +80.0% | -118.1% | -49.9% |
| 1Y | -43.3% | +145.8% | -189.1% | -58.3% |
| 3Y | -8.5% | +475.9% | -484.4% | -52.1% |
| 5Y | -72.7% | +189.2% | -262.0% | -84.3% |
| All | -11.9% | +4,789.7% | -4,801.6% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling