+10.9%
SBUX vs EFX
+4.8%
+6.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +1.6% | -0.8% | +2.3% | +1.7% |
| 30D | +14.8% | +25.1% | -10.3% | +9.7% |
| 3M | -0.8% | +1.7% | -2.5% | -1.5% |
| 6M | +2.2% | +18.4% | -16.1% | -2.2% |
| YTD | +29.5% | -12.5% | +42.0% | +31.3% |
| 1Y | +27.0% | -8.1% | +35.1% | +27.3% |
| 3Y | +10.9% | +4.8% | +6.1% | +3.3% |
| All | +10.9% | +4.8% | +6.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling