+12.8%
SBUX vs EMB
+30.5%
-17.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -3.9% | -0.3% | -3.6% | -3.5% |
| 3M | +3.3% | -0.3% | +3.6% | +3.6% |
| 6M | +1.4% | +0.7% | +0.7% | +0.3% |
| YTD | +21.0% | +1.3% | +19.7% | +18.7% |
| 1Y | +22.4% | +4.7% | +17.7% | +15.4% |
| All | +12.8% | +30.5% | -17.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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