-31.7%
NKE vs SBUX
+38.6%
-70.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.7% | +0.5% | +3.4% |
| 7D | +9.0% | +6.3% | +2.7% | +6.6% |
| 30D | +19.2% | +16.2% | +3.1% | +13.0% |
| 3M | -1.5% | +5.1% | -6.6% | -3.7% |
| 6M | -4.2% | +5.7% | -9.9% | -6.9% |
| YTD | -34.8% | +32.6% | -67.4% | -43.0% |
| 1Y | -31.7% | +41.3% | -73.0% | -41.6% |
| All | -31.7% | +38.6% | -70.3% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling