+4.1%
SYF vs CHWY
-28.3%
+32.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.1% | -6.3% | -1.0% |
| 7D | -0.4% | +13.4% | -13.8% | -2.1% |
| 30D | +4.4% | +28.4% | -24.0% | +0.7% |
| 3M | -4.7% | -2.9% | -1.8% | -4.5% |
| 6M | +1.9% | -4.7% | +6.6% | +2.1% |
| YTD | -8.9% | -29.2% | +20.3% | -10.0% |
| 1Y | +4.1% | -30.7% | +34.8% | +3.2% |
| All | +4.1% | -28.3% | +32.4% | +3.2% |
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