-72.2%
CHWY vs SPYG
+85.2%
-157.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -4.1% |
| 7D | -13.6% | -0.9% | -12.7% | -12.7% |
| 30D | -8.5% | -1.5% | -7.0% | -7.0% |
| 3M | +8.9% | +3.7% | +5.2% | +3.2% |
| 6M | -20.5% | +16.4% | -36.9% | -35.8% |
| YTD | -38.2% | +13.3% | -51.5% | -48.2% |
| 1Y | -43.3% | +17.9% | -61.1% | -55.5% |
| 3Y | -8.5% | +98.3% | -106.9% | -70.0% |
| All | -72.2% | +85.2% | -157.5% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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