+117.2%
SOXL vs CHWY
-19.9%
+137.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.3% | +4.4% |
| 7D | +3.9% | -13.6% | +17.5% | +0.4% |
| 30D | -14.3% | -8.5% | -5.8% | -15.7% |
| 3M | -45.6% | +8.9% | -54.5% | -44.7% |
| 6M | +117.2% | -20.5% | +137.7% | +132.5% |
| All | +117.2% | -19.9% | +137.1% | +132.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling