-72.2%
CHWY vs SMTC
+122.8%
-195.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -3.9% |
| 7D | -13.6% | +13.1% | -26.7% | -15.7% |
| 30D | -8.5% | +19.5% | -28.0% | -12.6% |
| 3M | +8.9% | +2.2% | +6.7% | +5.4% |
| 6M | -20.5% | +94.9% | -115.3% | -35.4% |
| YTD | -38.2% | +127.0% | -165.1% | -51.9% |
| 1Y | -43.3% | +174.6% | -217.8% | -58.5% |
| 3Y | -8.5% | +615.9% | -624.5% | -60.9% |
| All | -72.2% | +122.8% | -195.1% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling