+448.8%
SBUX vs FANG
+1,412.9%
-964.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -5.5% | +2.9% | -8.4% | -5.9% |
| 30D | -8.5% | +2.6% | -11.1% | -8.9% |
| 3M | -2.9% | +7.6% | -10.5% | -4.3% |
| 6M | -1.5% | +17.3% | -18.8% | -4.6% |
| YTD | +19.4% | +38.7% | -19.3% | +12.4% |
| 1Y | +22.9% | +51.6% | -28.7% | +13.8% |
| 3Y | +11.3% | +50.0% | -38.7% | +1.8% |
| 5Y | -6.9% | +237.6% | -244.4% | -26.4% |
| 10Y | +125.4% | +180.7% | -55.3% | +53.1% |
| All | +448.8% | +1,412.9% | -964.1% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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