+299.5%
SPMO vs CHWY
-43.2%
+342.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.9% |
| 7D | -0.9% | -13.6% | +12.7% | +0.6% |
| 30D | -1.9% | -8.5% | +6.6% | -1.1% |
| 3M | -1.4% | +8.9% | -10.3% | -2.9% |
| 6M | +25.5% | -20.5% | +46.0% | +27.8% |
| YTD | +24.8% | -38.2% | +63.0% | +30.8% |
| 1Y | +24.5% | -43.3% | +67.7% | +31.5% |
| 3Y | +157.1% | -8.5% | +165.7% | +148.7% |
| 5Y | +149.5% | -72.7% | +222.2% | +167.1% |
| All | +299.5% | -43.2% | +342.8% | +230.1% |
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