+171.5%
SYF vs CHWY
-42.4%
+213.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.8% | +9.2% | -0.3% |
| 7D | -1.3% | -14.1% | +12.8% | +0.5% |
| 30D | -1.1% | -8.1% | +7.1% | -0.2% |
| 3M | +7.4% | +1.7% | +5.7% | +6.8% |
| 6M | +16.2% | -20.7% | +36.9% | +18.8% |
| YTD | -6.1% | -37.2% | +31.1% | -1.5% |
| 1Y | +3.4% | -50.7% | +54.1% | +11.3% |
| 3Y | +162.9% | -9.7% | +172.6% | +156.1% |
| 5Y | +85.6% | -72.9% | +158.5% | +90.3% |
| All | +171.5% | -42.4% | +213.8% | +138.7% |
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 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