+2,119.0%
STRL vs CHWY
-72.6%
+2,191.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | +5.4% | -12.0% | +17.4% | +7.0% |
| 30D | -9.0% | -6.2% | -2.8% | -8.5% |
| 3M | -37.1% | +5.5% | -42.6% | -38.3% |
| 6M | +17.8% | -17.8% | +35.6% | +19.5% |
| YTD | +58.3% | -36.2% | +94.5% | +66.4% |
| 1Y | +61.0% | -40.0% | +101.0% | +70.3% |
| 3Y | +517.8% | -8.3% | +526.1% | +496.5% |
| 5Y | +2,119.0% | -71.9% | +2,190.9% | +2,258.2% |
| All | +2,119.0% | -72.6% | +2,191.7% | +2,258.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling