-41.6%
CHWY vs STT
+341.8%
-383.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | -13.6% | -0.4% | -13.2% | -13.5% |
| 30D | -8.5% | +1.7% | -10.3% | -9.2% |
| 3M | +8.9% | +17.9% | -9.0% | +2.5% |
| 6M | -20.5% | +55.3% | -75.8% | -31.9% |
| YTD | -38.2% | +52.7% | -90.8% | -46.9% |
| 1Y | -43.3% | +75.7% | -118.9% | -53.7% |
| 3Y | -8.5% | +197.9% | -206.5% | -38.3% |
| 5Y | -72.7% | +158.8% | -231.5% | -81.4% |
| All | -41.6% | +341.8% | -383.4% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling