-8.8%
SBUX vs BTDR
+19.6%
-28.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.6% |
| 7D | -5.5% | -3.4% | -2.1% | -5.4% |
| 30D | -8.5% | +32.6% | -41.1% | -9.5% |
| 3M | -2.9% | -32.2% | +29.3% | -2.1% |
| 6M | -1.5% | +52.4% | -53.9% | -4.2% |
| YTD | +19.4% | +6.7% | +12.7% | +17.4% |
| 1Y | +22.9% | -15.2% | +38.2% | +21.0% |
| 3Y | +11.3% | +14.9% | -3.6% | +5.9% |
| 5Y | -6.9% | +20.8% | -27.6% | -14.7% |
| All | -8.8% | +19.6% | -28.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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