-41.6%
CHWY vs SAN
+314.5%
-356.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.4% |
| 7D | -13.6% | +0.2% | -13.8% | -13.6% |
| 30D | -8.5% | +0.9% | -9.5% | -8.7% |
| 3M | +8.9% | +19.1% | -10.2% | +5.4% |
| 6M | -20.5% | +33.2% | -53.7% | -24.6% |
| YTD | -38.2% | +29.1% | -67.3% | -41.2% |
| 1Y | -43.3% | +50.2% | -93.5% | -47.5% |
| 3Y | -8.5% | +351.0% | -359.6% | -30.5% |
| 5Y | -72.7% | +394.7% | -467.4% | -80.1% |
| All | -41.6% | +314.5% | -356.1% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling