+194.3%
SPYM vs CHWY
-43.2%
+237.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.9% |
| 7D | -1.0% | -13.6% | +12.6% | +0.6% |
| 30D | -1.3% | -8.5% | +7.2% | -0.5% |
| 3M | +3.6% | +8.9% | -5.3% | +2.2% |
| 6M | +13.3% | -20.5% | +33.8% | +15.5% |
| YTD | +12.4% | -38.2% | +50.6% | +17.9% |
| 1Y | +17.3% | -43.3% | +60.5% | +23.9% |
| 3Y | +76.8% | -8.5% | +85.3% | +70.8% |
| 5Y | +83.6% | -72.7% | +156.4% | +93.9% |
| All | +194.3% | -43.2% | +237.6% | +146.3% |
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