-33.5%
CHWY vs STLD
+951.8%
-985.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -1.9% | +2.7% | -4.6% | -2.5% |
| 30D | -1.1% | -8.4% | +7.3% | +0.6% |
| 3M | +15.5% | -9.9% | +25.3% | +17.4% |
| 6M | -8.5% | +33.0% | -41.5% | -16.0% |
| YTD | -29.6% | +42.6% | -72.2% | -36.7% |
| 1Y | -44.1% | +80.8% | -124.8% | -53.0% |
| 3Y | +1.2% | +143.4% | -142.2% | -22.8% |
| 5Y | -69.4% | +293.4% | -362.8% | -78.9% |
| All | -33.5% | +951.8% | -985.3% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling