+1,066.7%
SMH vs CHWY
-43.2%
+1,110.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.1% |
| 7D | +0.3% | -13.6% | +13.9% | +3.0% |
| 30D | -2.8% | -8.5% | +5.8% | -1.5% |
| 3M | -6.7% | +8.9% | -15.6% | -9.2% |
| 6M | +41.8% | -20.5% | +62.2% | +46.0% |
| YTD | +57.9% | -38.2% | +96.0% | +70.7% |
| 1Y | +87.6% | -43.3% | +130.9% | +105.8% |
| 3Y | +282.9% | -8.5% | +291.5% | +259.9% |
| 5Y | +330.4% | -72.7% | +403.1% | +383.3% |
| All | +1,066.7% | -43.2% | +1,110.0% | +895.6% |
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