+17.9%
SBUX vs BTSG
+421.3%
-403.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.9% |
| 7D | -3.9% | +5.7% | -9.6% | -4.8% |
| 30D | -2.8% | +0.2% | -3.0% | -3.0% |
| 3M | +8.2% | +5.6% | +2.6% | +6.1% |
| 6M | +4.3% | +50.8% | -46.5% | -4.7% |
| YTD | +23.3% | +67.0% | -43.7% | +10.4% |
| 1Y | +24.3% | +145.5% | -121.2% | +3.3% |
| All | +17.9% | +421.3% | -403.4% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling