-72.2%
CHWY vs SAN
+385.2%
-457.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.8% |
| 7D | -13.6% | +0.2% | -13.8% | -13.7% |
| 30D | -8.5% | +0.9% | -9.5% | -8.9% |
| 3M | +8.9% | +19.1% | -10.2% | +2.0% |
| 6M | -20.5% | +33.2% | -53.7% | -28.7% |
| YTD | -38.2% | +29.1% | -67.3% | -44.3% |
| 1Y | -43.3% | +50.2% | -93.5% | -51.9% |
| 3Y | -8.5% | +351.0% | -359.6% | -52.8% |
| All | -72.2% | +385.2% | -457.4% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling