+125.0%
SBUX vs BAX
-37.2%
+162.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.6% |
| 7D | -6.2% | -5.4% | -0.8% | -4.7% |
| 30D | -6.4% | -12.4% | +5.9% | -2.7% |
| 3M | +1.0% | +19.1% | -18.1% | -4.8% |
| 6M | -0.4% | +38.6% | -39.0% | -11.0% |
| YTD | +20.0% | +26.7% | -6.7% | +9.0% |
| 1Y | +22.8% | +1.0% | +21.7% | +19.3% |
| 3Y | +12.3% | -33.9% | +46.2% | +21.1% |
| 5Y | -6.4% | -67.0% | +60.6% | +30.3% |
| All | +125.0% | -37.2% | +162.1% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling