-6.4%
SBUX vs ETR
+123.0%
-129.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -6.2% | -1.9% | -4.3% | -5.7% |
| 30D | -6.4% | -0.2% | -6.2% | -6.4% |
| 3M | +1.0% | -3.7% | +4.8% | +2.0% |
| 6M | -0.4% | +2.1% | -2.5% | -1.4% |
| YTD | +20.0% | +16.5% | +3.5% | +13.7% |
| 1Y | +22.8% | +22.5% | +0.2% | +14.3% |
| 3Y | +12.3% | +144.7% | -132.4% | -18.1% |
| 5Y | -6.4% | +125.2% | -131.6% | -30.4% |
| All | -6.4% | +123.0% | -129.4% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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