-6.4%
SBUX vs EWT
+144.9%
-151.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.3% |
| 7D | -6.2% | -1.1% | -5.1% | -5.8% |
| 30D | -6.4% | +4.8% | -11.2% | -8.5% |
| 3M | +1.0% | +11.1% | -10.1% | -5.2% |
| 6M | -0.4% | +54.6% | -55.0% | -23.9% |
| YTD | +20.0% | +71.4% | -51.5% | -14.1% |
| 1Y | +22.8% | +82.1% | -59.3% | -15.6% |
| 3Y | +12.3% | +193.2% | -180.9% | -46.7% |
| 5Y | -6.4% | +146.1% | -152.5% | -49.2% |
| All | -6.4% | +144.9% | -151.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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