+226.8%
SOXX vs CHWY
-11.7%
+238.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.2% |
| 7D | +1.4% | -13.6% | +15.0% | +3.0% |
| 30D | -3.6% | -8.5% | +5.0% | -2.9% |
| 3M | -10.2% | +8.9% | -19.1% | -11.8% |
| 6M | +54.2% | -20.5% | +74.7% | +57.5% |
| YTD | +75.2% | -38.2% | +113.4% | +85.5% |
| 1Y | +107.5% | -43.3% | +150.8% | +122.0% |
| 3Y | +226.8% | -8.5% | +235.3% | +238.6% |
| All | +226.8% | -11.7% | +238.5% | +238.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling