+5.1%
SBUX vs BROS
+10.5%
-5.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -1.2% |
| 7D | +1.6% | +6.3% | -4.7% | +0.6% |
| 30D | +14.8% | -8.3% | +23.2% | +15.9% |
| 3M | -0.8% | -29.8% | +29.0% | +4.0% |
| 6M | +2.2% | -25.8% | +28.1% | +5.6% |
| YTD | +29.5% | -41.4% | +70.8% | +37.6% |
| 1Y | +27.0% | -35.2% | +62.2% | +33.0% |
| 3Y | +10.9% | +32.8% | -21.8% | +2.1% |
| 5Y | +7.4% | -42.2% | +49.6% | +1.8% |
| All | +5.1% | +10.5% | -5.3% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling