+3.0%
SBUX vs ES
+1.4%
+1.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | +1.7% | +1.9% | -0.2% | +1.1% |
| 30D | +12.6% | +7.1% | +5.6% | +10.3% |
| 3M | +0.8% | -1.9% | +2.8% | +1.3% |
| 6M | +0.2% | +4.4% | -4.2% | -1.3% |
| YTD | +27.4% | +7.3% | +20.1% | +24.0% |
| 1Y | +31.5% | +2.1% | +29.3% | +29.3% |
| 3Y | +9.3% | +41.8% | -32.6% | -6.3% |
| All | +3.0% | +1.4% | +1.6% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling