-8.5%
CHWY vs SAN
+352.3%
-360.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.6% |
| 7D | -13.6% | +0.2% | -13.8% | -13.6% |
| 30D | -8.5% | +0.9% | -9.5% | -8.8% |
| 3M | +8.9% | +19.1% | -10.2% | +4.3% |
| 6M | -20.5% | +33.2% | -53.7% | -26.1% |
| YTD | -38.2% | +29.1% | -67.3% | -42.2% |
| 1Y | -43.3% | +50.2% | -93.5% | -48.8% |
| 3Y | -8.5% | +351.0% | -359.6% | -46.0% |
| All | -8.5% | +352.3% | -360.8% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling