+2,321.5%
STX vs CHWY
-43.2%
+2,364.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -3.3% |
| 7D | -2.3% | -13.6% | +11.4% | -0.4% |
| 30D | -5.5% | -8.5% | +3.1% | -4.7% |
| 3M | -4.3% | +8.9% | -13.2% | -6.5% |
| 6M | +115.6% | -20.5% | +136.1% | +119.2% |
| YTD | +202.2% | -38.2% | +240.3% | +218.6% |
| 1Y | +325.3% | -43.3% | +368.5% | +353.1% |
| 3Y | +1,283.9% | -8.5% | +1,292.5% | +1,218.8% |
| 5Y | +1,048.3% | -72.7% | +1,121.1% | +1,133.2% |
| All | +2,321.5% | -43.2% | +2,364.7% | +1,882.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling