+40,166.6%
SBUX vs ETN
+13,191.6%
+26,975.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.2% |
| 7D | -6.2% | +3.0% | -9.3% | -7.5% |
| 30D | -6.4% | -10.9% | +4.5% | -2.0% |
| 3M | +1.0% | +9.2% | -8.2% | -4.5% |
| 6M | -0.4% | +13.9% | -14.3% | -8.7% |
| YTD | +20.0% | +29.5% | -9.6% | +3.5% |
| 1Y | +22.8% | +14.2% | +8.6% | +11.1% |
| 3Y | +12.3% | +79.9% | -67.6% | -20.3% |
| 5Y | -6.4% | +175.7% | -182.1% | -46.0% |
| 10Y | +126.5% | +693.2% | -566.8% | -21.2% |
| All | +40,166.6% | +13,191.6% | +26,975.0% | +4,446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling