+313.4%
SLV vs CHWY
-41.4%
+354.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.6% | -6.9% | -5.4% |
| 7D | -5.0% | -12.0% | +7.0% | -4.3% |
| 30D | -1.8% | -6.2% | +4.4% | -1.5% |
| 3M | -0.3% | +5.5% | -5.8% | -0.9% |
| 6M | -28.2% | -17.8% | -10.4% | -27.6% |
| YTD | -10.7% | -36.2% | +25.5% | -8.7% |
| 1Y | +53.7% | -40.0% | +93.7% | +57.7% |
| 3Y | +173.7% | -8.3% | +182.0% | +170.1% |
| 5Y | +161.5% | -71.9% | +233.4% | +170.1% |
| All | +313.4% | -41.4% | +354.8% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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