+1,236.8%
EWY vs SBUX
+3,352.8%
-2,116.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +5.1% |
| 7D | +4.8% | -3.1% | +7.9% | +6.2% |
| 30D | +11.7% | -0.9% | +12.5% | +12.0% |
| 3M | -7.4% | +11.6% | -19.0% | -12.1% |
| 6M | +40.6% | +8.8% | +31.8% | +34.5% |
| YTD | +94.3% | +26.3% | +68.0% | +74.4% |
| 1Y | +164.3% | +23.1% | +141.2% | +138.4% |
| 3Y | +221.0% | +15.0% | +206.0% | +183.2% |
| 5Y | +139.1% | +0.4% | +138.8% | +118.6% |
| 10Y | +298.8% | +130.7% | +168.1% | +143.4% |
| All | +1,236.8% | +3,352.8% | -2,116.0% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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