-42.5%
CHWY vs SM
+36.8%
-79.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.5% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | -1.5% | +25.6% | -27.1% | +0.8% |
| 3M | +13.6% | +8.0% | +5.6% | +16.1% |
| 6M | -7.3% | +50.8% | -58.0% | -5.2% |
| YTD | -28.4% | +97.9% | -126.3% | -25.9% |
| 1Y | -42.5% | +33.8% | -76.3% | -49.2% |
| All | -42.5% | +36.8% | -79.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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