+123.9%
SBUX vs EWZ
+94.8%
+29.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -5.5% | +0.9% | -6.4% | -5.8% |
| 30D | -8.5% | +12.8% | -21.3% | -12.0% |
| 3M | -2.9% | +10.8% | -13.7% | -6.3% |
| 6M | -1.5% | +2.5% | -4.0% | -2.9% |
| YTD | +19.4% | +21.4% | -2.0% | +11.3% |
| 1Y | +22.9% | +32.8% | -9.8% | +11.1% |
| 3Y | +11.3% | +45.2% | -33.9% | -3.6% |
| 5Y | -6.9% | +63.0% | -69.8% | -24.1% |
| All | +123.9% | +94.8% | +29.1% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling