+14.7%
SBUX vs BTSG
+382.3%
-367.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.6% | +5.8% | +0.3% |
| 7D | -6.2% | -5.8% | -0.5% | -5.3% |
| 30D | -6.4% | 0.0% | -6.4% | -6.6% |
| 3M | +1.0% | -4.5% | +5.5% | +0.8% |
| 6M | -0.4% | +40.0% | -40.4% | -7.8% |
| YTD | +20.0% | +54.6% | -34.6% | +8.8% |
| 1Y | +22.8% | +106.1% | -83.4% | +5.3% |
| All | +14.7% | +382.3% | -367.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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