+1,337.5%
STX vs CHWY
-8.9%
+1,346.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.7% |
| 7D | +8.0% | -12.0% | +20.0% | +8.5% |
| 30D | +5.1% | -6.2% | +11.3% | +5.2% |
| 3M | +5.8% | +5.5% | +0.2% | +4.8% |
| 6M | +124.9% | -17.8% | +142.7% | +127.3% |
| YTD | +213.9% | -36.2% | +250.1% | +225.8% |
| 1Y | +350.4% | -40.0% | +390.4% | +369.5% |
| All | +1,337.5% | -8.9% | +1,346.5% | +1,388.4% |
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