-1.8%
SBUX vs BROS
+38.3%
-40.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.6% |
| 7D | -6.3% | -6.6% | +0.3% | -5.3% |
| 30D | -3.9% | -12.3% | +8.5% | -2.1% |
| 3M | +3.3% | -22.2% | +25.5% | +6.5% |
| 6M | +1.4% | -14.3% | +15.7% | +2.7% |
| YTD | +21.0% | -26.6% | +47.5% | +24.9% |
| 1Y | +22.4% | -31.5% | +53.9% | +27.3% |
| 3Y | +13.2% | +62.3% | -49.0% | +1.4% |
| All | -1.8% | +38.3% | -40.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 5y: compounded portfolio wealth divided by compounded BROS 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…
5y analysis · Full analysis span regression · 6 months rolling