+9.4%
SPYM vs CHWY
-31.6%
+41.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -4.3% |
| 7D | -4.7% | +10.4% | -15.2% | -5.3% |
| 30D | -5.9% | +26.8% | -32.7% | -7.4% |
| 3M | -4.5% | -4.3% | -0.2% | -4.2% |
| 6M | +1.9% | -6.3% | +8.1% | +2.3% |
| YTD | +8.4% | -30.4% | +38.8% | +10.6% |
| 1Y | +9.4% | -30.5% | +39.9% | +11.7% |
| All | +9.4% | -31.6% | +41.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling