+42,297.2%
SBUX vs ES
+958.1%
+41,339.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -0.9% | -2.0% | +1.1% | -0.3% |
| 3M | +11.6% | +1.7% | +9.9% | +10.8% |
| 6M | +8.8% | -3.5% | +12.3% | +9.7% |
| YTD | +26.3% | +7.9% | +18.4% | +22.3% |
| 1Y | +23.1% | +17.2% | +6.0% | +15.2% |
| 3Y | +15.0% | +29.3% | -14.4% | +1.9% |
| 5Y | +0.4% | -5.7% | +6.1% | -1.3% |
| 10Y | +130.7% | +85.2% | +45.5% | +77.3% |
| All | +42,297.2% | +958.1% | +41,339.1% | +20,437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling