+1.7%
CHWY vs SMTC
+1.1%
+0.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.8% | -11.6% | -10.7% |
| 7D | -14.1% | +22.5% | -36.6% | -11.2% |
| 30D | -8.1% | +24.9% | -33.0% | -4.3% |
| 3M | +1.7% | +4.1% | -2.4% | +5.6% |
| All | +1.7% | +1.1% | +0.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3mo: compounded portfolio wealth divided by compounded SMTC 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…
3mo analysis · Full analysis span regression · Available span rolling