+980.0%
SMCI vs CHWY
-72.6%
+1,052.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.3% | +8.0% |
| 7D | +1.3% | -13.6% | +14.9% | +4.5% |
| 30D | +6.6% | -8.5% | +15.2% | +8.4% |
| 3M | +25.4% | +8.9% | +16.5% | +21.3% |
| 6M | +26.1% | -20.5% | +46.6% | +31.8% |
| YTD | +37.0% | -38.2% | +75.2% | +51.3% |
| 1Y | -8.8% | -43.3% | +34.5% | +2.2% |
| 3Y | +44.6% | -8.5% | +53.1% | +40.4% |
| All | +980.0% | -72.6% | +1,052.6% | +1,160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling