+2,681.5%
SBUX vs EWZ
+446.7%
+2,234.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.3% | -3.0% |
| 7D | -3.9% | +5.6% | -9.5% | -5.6% |
| 30D | -2.8% | +9.3% | -12.1% | -5.7% |
| 3M | +8.2% | +15.7% | -7.5% | +3.0% |
| 6M | +4.3% | +7.4% | -3.2% | +1.3% |
| YTD | +23.3% | +22.7% | +0.7% | +14.7% |
| 1Y | +24.3% | +36.4% | -12.1% | +11.4% |
| 3Y | +15.5% | +50.4% | -34.9% | -0.9% |
| 5Y | -2.7% | +67.6% | -70.3% | -21.3% |
| 10Y | +128.8% | +84.1% | +44.8% | +64.6% |
| All | +2,681.5% | +446.7% | +2,234.8% | +1,308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling