+145.4%
SBUX vs ES
+96.6%
+48.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +16.6% | +8.2% | +8.4% | +13.1% |
| 3M | -0.6% | +0.6% | -1.2% | -1.0% |
| 6M | +1.8% | +6.0% | -4.2% | -0.7% |
| YTD | +29.7% | +9.3% | +20.4% | +24.4% |
| 1Y | +26.1% | +1.1% | +24.9% | +24.0% |
| 3Y | +10.3% | +51.9% | -41.7% | -10.2% |
| 5Y | +7.6% | +6.5% | +1.2% | +1.1% |
| All | +145.4% | +96.6% | +48.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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