+2,787.6%
NKE vs SBUX
+42,284.6%
-39,497.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | -0.1% | -3.9% | +3.8% | +1.0% |
| 30D | -7.7% | -2.8% | -4.8% | -7.0% |
| 3M | -10.9% | +8.2% | -19.1% | -12.9% |
| 6M | -31.9% | +4.3% | -36.1% | -33.0% |
| YTD | -38.6% | +23.3% | -62.0% | -42.3% |
| 1Y | -46.9% | +24.3% | -71.2% | -50.3% |
| 3Y | -58.2% | +15.5% | -73.6% | -60.6% |
| 5Y | -74.0% | -2.7% | -71.3% | -74.4% |
| 10Y | -21.6% | +128.8% | -150.4% | -37.1% |
| All | +2,787.6% | +42,284.6% | -39,497.0% | +933.3% |
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