-43.3%
CHWY vs STLD
+82.8%
-126.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -3.1% |
| 7D | -13.6% | -0.9% | -12.7% | -13.6% |
| 30D | -8.5% | -8.9% | +0.3% | -8.2% |
| 3M | +8.9% | -14.0% | +22.9% | +11.0% |
| 6M | -20.5% | +30.8% | -51.3% | -25.8% |
| YTD | -38.2% | +42.3% | -80.4% | -42.1% |
| 1Y | -43.3% | +81.1% | -124.4% | -50.5% |
| All | -43.3% | +82.8% | -126.1% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling