+1,570.9%
QQQ vs SBUX
+3,698.1%
-2,127.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +0.4% | -3.1% | +3.5% | +1.6% |
| 30D | +0.2% | -0.9% | +1.1% | +0.5% |
| 3M | -2.8% | +11.6% | -14.4% | -7.3% |
| 6M | +18.0% | +8.8% | +9.2% | +13.2% |
| YTD | +17.3% | +26.3% | -9.0% | +5.8% |
| 1Y | +25.6% | +23.1% | +2.5% | +13.8% |
| 3Y | +93.7% | +15.0% | +78.8% | +72.8% |
| 5Y | +94.2% | +0.4% | +93.8% | +80.6% |
| 10Y | +557.9% | +130.7% | +427.2% | +329.2% |
| All | +1,570.9% | +3,698.1% | -2,127.1% | +220.3% |
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