+154.6%
SBUX vs ES
+87.3%
+67.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.9% | +0.9% | +4.1% | +4.6% |
| 30D | +21.2% | +5.9% | +15.2% | +18.5% |
| 3M | +5.7% | -1.0% | +6.7% | +5.9% |
| 6M | +6.0% | +7.2% | -1.2% | +3.0% |
| YTD | +32.9% | +7.0% | +26.0% | +28.6% |
| 1Y | +33.3% | +0.5% | +32.8% | +31.4% |
| 3Y | +13.0% | +48.7% | -35.6% | -7.2% |
| 5Y | +8.8% | +1.9% | +6.9% | +4.1% |
| 10Y | +154.6% | +89.2% | +65.5% | +116.6% |
| All | +154.6% | +87.3% | +67.3% | +116.6% |
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