+125.0%
SBUX vs FDS
+66.9%
+58.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | +1.2% |
| 7D | -6.2% | -16.0% | +9.7% | -0.4% |
| 30D | -6.4% | -6.7% | +0.3% | -4.5% |
| 3M | +1.0% | +6.0% | -4.9% | -2.6% |
| 6M | -0.4% | +25.1% | -25.5% | -11.5% |
| YTD | +20.0% | -8.1% | +28.1% | +20.1% |
| 1Y | +22.8% | -26.0% | +48.8% | +33.9% |
| 3Y | +12.3% | -36.4% | +48.7% | +29.2% |
| 5Y | -6.4% | -27.7% | +21.3% | -0.5% |
| All | +125.0% | +66.9% | +58.1% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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