+7.3%
SBUX vs BURL
-10.8%
+18.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.6% |
| 7D | +1.6% | -1.6% | +3.2% | +1.9% |
| 30D | +14.8% | -7.7% | +22.6% | +16.7% |
| 3M | -0.8% | -31.7% | +30.9% | +7.2% |
| 6M | +2.2% | -15.2% | +17.4% | +4.9% |
| YTD | +29.5% | -15.9% | +45.4% | +32.8% |
| 1Y | +27.0% | -14.2% | +41.2% | +29.2% |
| 3Y | +10.9% | +93.5% | -82.6% | -8.2% |
| All | +7.3% | -10.8% | +18.1% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling