+1.5%
SMR vs CHWY
-54.8%
+56.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -5.9% |
| 7D | +4.7% | -12.0% | +16.7% | +7.5% |
| 30D | +3.2% | -6.2% | +9.4% | +4.5% |
| 3M | +9.9% | +5.5% | +4.4% | +7.8% |
| 6M | -15.1% | -17.8% | +2.7% | -12.1% |
| YTD | -27.9% | -36.2% | +8.3% | -21.5% |
| 1Y | -70.2% | -40.0% | -30.3% | -67.3% |
| 3Y | +72.5% | -8.3% | +80.8% | +70.3% |
| All | +1.5% | -54.8% | +56.3% | +1.2% |
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