+125.0%
SBUX vs EMR
+274.4%
-149.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | -6.2% | -1.2% | -5.0% | -5.7% |
| 30D | -6.4% | -9.4% | +3.0% | -2.3% |
| 3M | +1.0% | +8.6% | -7.5% | -3.2% |
| 6M | -0.4% | +6.7% | -7.1% | -4.6% |
| YTD | +20.0% | +13.1% | +6.9% | +11.2% |
| 1Y | +22.8% | +12.7% | +10.0% | +13.2% |
| 3Y | +12.3% | +58.1% | -45.8% | -13.9% |
| 5Y | -6.4% | +63.6% | -70.0% | -30.4% |
| All | +125.0% | +274.4% | -149.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling