+145.0%
SBUX vs BAX
-35.8%
+180.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +14.8% | +4.1% | +10.7% | +13.2% |
| 3M | -0.8% | -4.5% | +3.7% | +0.3% |
| 6M | +2.2% | +49.2% | -47.0% | -10.6% |
| YTD | +29.5% | +35.2% | -5.8% | +14.9% |
| 1Y | +27.0% | +38.3% | -11.3% | +11.8% |
| 3Y | +10.9% | -19.0% | +30.0% | +11.5% |
| 5Y | +7.4% | -64.2% | +71.6% | +46.3% |
| All | +145.0% | -35.8% | +180.8% | +215.9% |
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