+154.8%
SYF vs CHWY
-11.7%
+166.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.1% |
| 7D | -4.9% | -13.6% | +8.7% | -3.1% |
| 30D | -4.3% | -8.5% | +4.2% | -3.3% |
| 3M | +5.5% | +8.9% | -3.4% | +3.9% |
| 6M | +17.5% | -20.5% | +38.0% | +20.4% |
| YTD | -7.8% | -38.2% | +30.4% | -2.6% |
| 1Y | +1.6% | -43.3% | +44.9% | +8.3% |
| 3Y | +154.8% | -8.5% | +163.4% | +150.6% |
| All | +154.8% | -11.7% | +166.5% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling