-6.4%
SBUX vs EME
+540.8%
-547.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -6.2% | +0.9% | -7.2% | -6.5% |
| 30D | -6.4% | -8.4% | +1.9% | -4.7% |
| 3M | +1.0% | -3.6% | +4.6% | +1.0% |
| 6M | -0.4% | +3.6% | -3.9% | -3.0% |
| YTD | +20.0% | +22.5% | -2.6% | +11.0% |
| 1Y | +22.8% | +18.2% | +4.6% | +13.0% |
| 3Y | +12.3% | +238.4% | -226.1% | -33.5% |
| 5Y | -6.4% | +550.5% | -556.9% | -62.0% |
| All | -6.4% | +540.8% | -547.2% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling