-6.4%
SBUX vs BTDR
+16.5%
-22.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.6% |
| 7D | -6.2% | -3.2% | -3.0% | -6.1% |
| 30D | -6.4% | +32.7% | -39.1% | -7.5% |
| 3M | +1.0% | -28.4% | +29.4% | +1.7% |
| 6M | -0.4% | +51.7% | -52.1% | -3.1% |
| YTD | +20.0% | +2.9% | +17.1% | +18.1% |
| 1Y | +22.8% | -15.5% | +38.2% | +20.8% |
| 3Y | +12.3% | 0.0% | +12.3% | +7.1% |
| 5Y | -6.4% | +16.5% | -22.9% | -15.1% |
| All | -6.4% | +16.5% | -22.9% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling