-16.5%
SOUN vs CHWY
-33.2%
+16.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.7% |
| 7D | -7.1% | -13.6% | +6.5% | -2.8% |
| 30D | -15.4% | -8.5% | -6.9% | -13.3% |
| 3M | -10.6% | +8.9% | -19.5% | -14.1% |
| 6M | -19.6% | -20.5% | +0.8% | -14.5% |
| YTD | -37.2% | -38.2% | +0.9% | -27.5% |
| 1Y | -57.1% | -43.3% | -13.8% | -49.5% |
| 3Y | +178.2% | -8.5% | +186.8% | +165.0% |
| All | -16.5% | -33.2% | +16.6% | -10.4% |
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 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