-72.2%
CHWY vs STT
+156.7%
-229.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.7% |
| 7D | -13.6% | -0.4% | -13.2% | -13.4% |
| 30D | -8.5% | +1.7% | -10.3% | -9.7% |
| 3M | +8.9% | +17.9% | -9.0% | -1.9% |
| 6M | -20.5% | +55.3% | -75.8% | -39.5% |
| YTD | -38.2% | +52.7% | -90.8% | -52.7% |
| 1Y | -43.3% | +75.7% | -118.9% | -60.6% |
| 3Y | -8.5% | +197.9% | -206.5% | -56.8% |
| All | -72.2% | +156.7% | -229.0% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling