+123.9%
SBUX vs ETN
+730.7%
-606.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -2.1% |
| 7D | -5.5% | +3.5% | -9.0% | -6.9% |
| 30D | -8.5% | -7.5% | -0.9% | -5.8% |
| 3M | -2.9% | +8.3% | -11.2% | -7.8% |
| 6M | -1.5% | +20.2% | -21.7% | -11.9% |
| YTD | +19.4% | +34.7% | -15.3% | +1.0% |
| 1Y | +22.9% | +19.4% | +3.5% | +9.0% |
| 3Y | +11.3% | +85.5% | -74.2% | -24.4% |
| 5Y | -6.9% | +186.6% | -193.4% | -50.8% |
| All | +123.9% | +730.7% | -606.8% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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