+42,678.7%
SBUX vs ES
+952.4%
+41,726.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.3% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | +12.6% | +7.1% | +5.6% | +10.0% |
| 3M | +0.8% | -1.9% | +2.8% | +1.3% |
| 6M | +0.2% | +4.4% | -4.2% | -1.6% |
| YTD | +27.4% | +7.3% | +20.1% | +23.5% |
| 1Y | +31.5% | +2.1% | +29.3% | +29.1% |
| 3Y | +9.3% | +41.8% | -32.6% | -6.1% |
| 5Y | +1.5% | +1.4% | +0.1% | -2.7% |
| 10Y | +147.9% | +86.8% | +61.1% | +90.0% |
| All | +42,678.7% | +952.4% | +41,726.3% | +20,641.2% |
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