+11.3%
SBUX vs EWZ
+46.3%
-35.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | -8.5% | +12.8% | -21.3% | -11.6% |
| 3M | -2.9% | +10.8% | -13.7% | -5.9% |
| 6M | -1.5% | +2.5% | -4.0% | -2.7% |
| YTD | +19.4% | +21.4% | -2.0% | +11.5% |
| 1Y | +22.9% | +32.8% | -9.8% | +11.2% |
| 3Y | +11.3% | +45.2% | -33.9% | -5.8% |
| All | +11.3% | +46.3% | -35.0% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling