+1,532.7%
SBUX vs BTG
+370.1%
+1,162.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.7% |
| 7D | -6.2% | -5.8% | -0.4% | -6.0% |
| 30D | -6.4% | +5.7% | -12.2% | -6.7% |
| 3M | +1.0% | +38.1% | -37.1% | -0.6% |
| 6M | -0.4% | +0.3% | -0.7% | -0.8% |
| YTD | +20.0% | +19.9% | +0.1% | +18.3% |
| 1Y | +22.8% | +24.6% | -1.8% | +20.6% |
| 3Y | +12.3% | +96.6% | -84.3% | +7.4% |
| 5Y | -6.4% | +77.7% | -84.1% | -10.4% |
| 10Y | +126.5% | +150.7% | -24.2% | +111.7% |
| All | +1,532.7% | +370.1% | +1,162.6% | +1,149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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