-7.2%
CHWY vs STLD
+140.5%
-147.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.2% | -11.0% | -10.9% |
| 7D | -14.1% | -2.8% | -11.3% | -13.7% |
| 30D | -8.1% | -10.4% | +2.2% | -6.4% |
| 3M | +1.7% | -10.6% | +12.3% | +3.5% |
| 6M | -20.7% | +32.7% | -53.3% | -27.0% |
| YTD | -37.2% | +42.8% | -80.0% | -43.4% |
| 1Y | -50.7% | +86.9% | -137.7% | -58.8% |
| All | -7.2% | +140.5% | -147.7% | -36.1% |
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