+1,000.7%
SBUX vs EFV
+256.4%
+744.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -1.8% |
| 7D | -3.9% | +1.0% | -4.9% | -4.6% |
| 30D | -2.8% | +0.2% | -3.0% | -3.0% |
| 3M | +8.2% | +9.6% | -1.4% | +0.7% |
| 6M | +4.3% | +14.0% | -9.8% | -6.1% |
| YTD | +23.3% | +18.5% | +4.9% | +7.8% |
| 1Y | +24.3% | +27.9% | -3.6% | +2.4% |
| 3Y | +15.5% | +92.4% | -77.0% | -30.5% |
| 5Y | -2.7% | +97.2% | -99.9% | -42.5% |
| 10Y | +128.8% | +163.0% | -34.2% | +8.2% |
| All | +1,000.7% | +256.4% | +744.3% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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