+1,476.4%
SOXL vs CHWY
-43.2%
+1,519.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.0% | +8.3% | +7.0% |
| 7D | +3.9% | -13.6% | +17.5% | +12.1% |
| 30D | -14.3% | -8.5% | -5.8% | -11.9% |
| 3M | -45.6% | +8.9% | -54.5% | -51.3% |
| 6M | +117.2% | -20.5% | +137.7% | +128.7% |
| YTD | +189.8% | -38.2% | +228.0% | +254.6% |
| 1Y | +317.7% | -43.3% | +361.0% | +431.9% |
| 3Y | +478.6% | -8.5% | +487.2% | +378.2% |
| 5Y | +169.5% | -72.7% | +242.2% | +364.9% |
| All | +1,476.4% | -43.2% | +1,519.6% | +1,329.9% |
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