+99.1%
STM vs CHWY
-43.1%
+142.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +1.6% |
| 7D | -1.4% | -13.6% | +12.2% | -1.1% |
| 30D | -4.9% | -8.5% | +3.6% | -4.8% |
| 3M | -34.0% | +8.9% | -42.9% | -34.2% |
| 6M | +51.8% | -20.5% | +72.3% | +54.8% |
| YTD | +99.4% | -38.2% | +137.5% | +109.6% |
| 1Y | +99.1% | -43.3% | +142.3% | +111.6% |
| All | +99.1% | -43.1% | +142.1% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling