+8.4%
SBUX vs COMP
-47.7%
+56.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | -0.9% | -13.3% | +12.5% | +0.5% |
| 3M | +11.6% | +41.1% | -29.5% | +7.1% |
| 6M | +8.8% | +17.2% | -8.4% | +5.5% |
| YTD | +26.3% | +5.2% | +21.1% | +23.4% |
| 1Y | +23.1% | +18.9% | +4.2% | +18.2% |
| 3Y | +15.0% | +215.9% | -201.0% | -5.0% |
| 5Y | +0.4% | -31.2% | +31.5% | -16.3% |
| All | +8.4% | -47.7% | +56.0% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling