-40.7%
CHWY vs STT
+338.3%
-379.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | 0.0% | -10.8% | -10.8% |
| 7D | -14.1% | +1.0% | -15.1% | -14.4% |
| 30D | -8.1% | +2.8% | -10.9% | -9.1% |
| 3M | +1.7% | +18.1% | -16.4% | -4.3% |
| 6M | -20.7% | +59.2% | -79.9% | -32.7% |
| YTD | -37.2% | +51.5% | -88.7% | -45.9% |
| 1Y | -50.7% | +75.7% | -126.4% | -59.8% |
| 3Y | -9.7% | +200.8% | -210.5% | -39.3% |
| 5Y | -72.9% | +155.8% | -228.7% | -81.4% |
| All | -40.7% | +338.3% | -379.0% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling