-25.9%
STRL vs CHWY
-28.3%
+2.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.1% | -27.6% | -19.6% |
| 7D | -27.1% | +13.4% | -40.4% | -24.1% |
| 30D | -45.8% | +28.4% | -74.2% | -42.1% |
| 3M | -47.6% | -2.9% | -44.7% | -46.1% |
| 6M | -46.4% | -4.7% | -41.7% | -42.8% |
| YTD | -7.4% | -29.2% | +21.8% | -2.9% |
| 1Y | -25.9% | -30.7% | +4.9% | -22.1% |
| All | -25.9% | -28.3% | +2.5% | -22.1% |
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