+3.8%
SBUX vs COMP
-49.7%
+53.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.9% |
| 7D | -6.3% | +0.8% | -7.1% | -6.4% |
| 30D | -3.9% | -13.9% | +10.0% | -2.5% |
| 3M | +3.3% | +30.7% | -27.4% | -0.1% |
| 6M | +1.4% | +18.7% | -17.2% | -1.7% |
| YTD | +21.0% | +1.0% | +19.9% | +18.7% |
| 1Y | +22.4% | +15.1% | +7.3% | +17.9% |
| 3Y | +13.2% | +219.8% | -206.5% | -6.6% |
| 5Y | -5.2% | -28.7% | +23.5% | -20.6% |
| All | +3.8% | -49.7% | +53.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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