+137.3%
STX vs CHWY
-18.4%
+155.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.8% | +8.8% | -5.3% |
| 7D | +9.6% | -14.1% | +23.7% | +4.6% |
| 30D | +10.6% | -8.1% | +18.7% | +8.6% |
| 3M | +4.8% | +1.7% | +3.1% | +7.3% |
| 6M | +137.3% | -20.7% | +157.9% | +140.1% |
| All | +137.3% | -18.4% | +155.6% | +140.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling