-99.8%
SQQQ vs CHWY
-43.2%
-56.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.5% | -4.1% |
| 7D | +1.8% | -13.6% | +15.4% | -5.2% |
| 30D | +4.2% | -8.5% | +12.7% | -0.2% |
| 3M | -3.3% | +8.9% | -12.2% | +2.2% |
| 6M | -43.6% | -20.5% | -23.2% | -48.5% |
| YTD | -41.9% | -38.2% | -3.7% | -52.7% |
| 1Y | -50.6% | -43.3% | -7.4% | -61.4% |
| 3Y | -89.3% | -8.5% | -80.8% | -87.1% |
| 5Y | -94.8% | -72.7% | -22.1% | -94.5% |
| All | -99.8% | -43.2% | -56.6% | -99.5% |
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