-41.6%
CHWY vs SMTC
+287.3%
-328.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.1% | -4.1% |
| 7D | -13.6% | +13.1% | -26.7% | -16.0% |
| 30D | -8.5% | +19.5% | -28.0% | -13.2% |
| 3M | +8.9% | +2.2% | +6.7% | +4.7% |
| 6M | -20.5% | +94.9% | -115.3% | -36.9% |
| YTD | -38.2% | +127.0% | -165.1% | -53.2% |
| 1Y | -43.3% | +174.6% | -217.8% | -59.8% |
| 3Y | -8.5% | +615.9% | -624.5% | -61.6% |
| 5Y | -72.7% | +125.6% | -198.3% | -82.3% |
| All | -41.6% | +287.3% | -328.9% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling