+10.5%
SBUX vs EW
-11.1%
+21.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | +0.2% | +6.5% | -6.3% | -1.5% |
| 30D | +19.1% | +22.5% | -3.4% | +12.8% |
| 3M | +3.6% | +13.0% | -9.4% | +0.2% |
| 6M | +5.1% | +37.1% | -32.0% | -3.7% |
| YTD | +32.9% | +24.1% | +8.7% | +24.6% |
| 1Y | +30.4% | +24.2% | +6.2% | +22.3% |
| 3Y | +13.0% | +64.8% | -51.8% | -8.8% |
| 5Y | +10.5% | -7.4% | +18.0% | +9.8% |
| All | +10.5% | -11.1% | +21.6% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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