+145.4%
SBUX vs BURL
+244.4%
-99.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.9% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +16.6% | -4.3% | +20.9% | +17.9% |
| 3M | -0.6% | -28.8% | +28.2% | +8.1% |
| 6M | +1.8% | -12.8% | +14.6% | +4.3% |
| YTD | +29.7% | -12.8% | +42.5% | +32.5% |
| 1Y | +26.1% | -12.3% | +38.3% | +27.8% |
| 3Y | +10.3% | +92.7% | -82.4% | -13.4% |
| 5Y | +7.6% | -6.5% | +14.2% | -0.2% |
| All | +145.4% | +244.4% | -99.0% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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