+10.9%
SBUX vs FCEL
-68.7%
+79.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | 0.0% |
| 7D | +1.6% | -2.8% | +4.4% | +1.7% |
| 30D | +14.8% | -31.6% | +46.5% | +16.1% |
| 3M | -0.8% | -52.4% | +51.6% | +1.3% |
| 6M | +2.2% | -51.4% | +53.6% | +2.2% |
| YTD | +29.5% | +32.4% | -3.0% | +22.0% |
| 1Y | +27.0% | +37.5% | -10.5% | +19.3% |
| 3Y | +10.9% | -69.3% | +80.2% | +5.4% |
| All | +10.9% | -68.7% | +79.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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