+560.0%
STRL vs CHWY
-11.7%
+571.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.0% | +8.4% | +5.8% |
| 7D | +5.0% | -13.6% | +18.7% | +6.8% |
| 30D | -6.9% | -8.5% | +1.6% | -6.2% |
| 3M | -39.1% | +8.9% | -48.0% | -40.8% |
| 6M | +21.5% | -20.5% | +42.0% | +24.2% |
| YTD | +66.9% | -38.2% | +105.0% | +78.3% |
| 1Y | +61.6% | -43.3% | +104.9% | +75.0% |
| 3Y | +560.0% | -8.5% | +568.5% | +533.0% |
| All | +560.0% | -11.7% | +571.7% | +533.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling