+289.1%
SN vs CHWY
-39.6%
+328.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.6% |
| 7D | -7.3% | -13.6% | +6.4% | -4.9% |
| 30D | -13.6% | -8.5% | -5.1% | -12.4% |
| 3M | +18.6% | +8.9% | +9.7% | +16.3% |
| 6M | +46.0% | -20.5% | +66.4% | +50.7% |
| YTD | +43.7% | -38.2% | +81.9% | +54.3% |
| 1Y | +39.2% | -43.3% | +82.4% | +51.3% |
| 3Y | +306.5% | -8.5% | +315.0% | +290.9% |
| All | +289.1% | -39.6% | +328.7% | +245.4% |
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