-6.7%
SBUX vs ETN
+185.4%
-192.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -1.7% |
| 7D | -5.5% | +3.5% | -9.0% | -6.5% |
| 30D | -8.5% | -7.5% | -0.9% | -6.4% |
| 3M | -2.9% | +8.3% | -11.2% | -6.6% |
| 6M | -1.5% | +20.2% | -21.7% | -9.9% |
| YTD | +19.4% | +34.7% | -15.3% | +4.2% |
| 1Y | +22.9% | +19.4% | +3.5% | +11.7% |
| 3Y | +11.3% | +85.5% | -74.2% | -21.3% |
| All | -6.7% | +185.4% | -192.1% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling