-59.3%
SNAP vs CHWY
-43.2%
-16.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +4.1% |
| 7D | +3.8% | -13.6% | +17.4% | +9.7% |
| 30D | +9.2% | -8.5% | +17.8% | +13.0% |
| 3M | +6.6% | +8.9% | -2.3% | +3.1% |
| 6M | +16.9% | -20.5% | +37.3% | +26.3% |
| YTD | -29.6% | -38.2% | +8.5% | -16.3% |
| 1Y | -22.1% | -43.3% | +21.2% | -5.2% |
| 3Y | -39.8% | -8.5% | -31.3% | -45.6% |
| 5Y | -92.4% | -72.7% | -19.6% | -90.0% |
| All | -59.3% | -43.2% | -16.1% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling