+2,415.3%
STX vs CHWY
-41.4%
+2,456.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.9% |
| 7D | +8.0% | -12.0% | +20.0% | +9.7% |
| 30D | +5.1% | -6.2% | +11.3% | +5.6% |
| 3M | +5.8% | +5.5% | +0.2% | +3.8% |
| 6M | +124.9% | -17.8% | +142.7% | +127.7% |
| YTD | +213.9% | -36.2% | +250.1% | +229.5% |
| 1Y | +350.4% | -40.0% | +390.4% | +375.9% |
| 3Y | +1,314.2% | -8.3% | +1,322.5% | +1,248.6% |
| 5Y | +1,092.8% | -71.9% | +1,164.7% | +1,175.7% |
| All | +2,415.3% | -41.4% | +2,456.8% | +1,950.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling