+1,360.1%
SBUX vs EMB
+126.5%
+1,233.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.7% |
| 7D | +1.0% | -0.7% | +1.7% | +1.6% |
| 30D | +16.6% | +0.5% | +16.1% | +16.2% |
| 3M | -0.6% | -2.5% | +1.9% | +1.5% |
| 6M | +1.8% | -2.0% | +3.8% | +3.5% |
| YTD | +29.7% | -0.9% | +30.5% | +30.8% |
| 1Y | +26.1% | -0.3% | +26.4% | +26.6% |
| 3Y | +10.3% | +29.2% | -18.9% | -9.5% |
| 5Y | +7.6% | +7.4% | +0.2% | +1.4% |
| 10Y | +146.7% | +35.8% | +111.0% | +105.0% |
| All | +1,360.1% | +126.5% | +1,233.6% | +772.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling