-20.7%
CHWY vs SAN
+37.3%
-58.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.2% | -9.6% | -10.5% |
| 7D | -14.1% | -0.5% | -13.7% | -14.0% |
| 30D | -8.1% | -0.1% | -8.1% | -8.1% |
| 3M | +1.7% | +19.6% | -17.9% | -4.2% |
| 6M | -20.7% | +32.7% | -53.3% | -29.0% |
| All | -20.7% | +37.3% | -58.0% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling