+140.0%
SBUX vs BURL
+252.7%
-112.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +1.7% | +4.1% | -2.4% | +0.6% |
| 30D | +12.6% | -9.5% | +22.1% | +15.5% |
| 3M | +0.8% | -33.5% | +34.3% | +11.5% |
| 6M | +0.2% | -22.1% | +22.3% | +5.7% |
| YTD | +27.4% | -14.6% | +42.0% | +30.9% |
| 1Y | +31.5% | -8.4% | +39.8% | +31.7% |
| 3Y | +9.3% | +86.6% | -77.3% | -13.4% |
| 5Y | +1.5% | -17.2% | +18.7% | -2.5% |
| All | +140.0% | +252.7% | -112.7% | +63.5% |
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