+16.4%
CHWY vs STLD
+127.2%
-110.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -1.7% | +6.9% | -8.6% | -2.5% |
| 30D | +14.7% | -1.5% | +16.1% | +14.7% |
| 3M | +1.1% | -9.7% | +10.8% | +2.2% |
| 6M | -1.3% | +2.3% | -3.6% | -3.1% |
| YTD | -31.6% | +41.0% | -72.6% | -37.4% |
| 1Y | -31.5% | +51.8% | -83.3% | -38.3% |
| All | +16.4% | +127.2% | -110.7% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling