+15.5%
SBUX vs FDS
-30.4%
+45.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.9% |
| 7D | -3.9% | -5.4% | +1.5% | -3.3% |
| 30D | -2.8% | +1.6% | -4.4% | -3.1% |
| 3M | +8.2% | +17.7% | -9.5% | +5.7% |
| 6M | +4.3% | +29.1% | -24.8% | 0.0% |
| YTD | +23.3% | +1.0% | +22.4% | +24.7% |
| 1Y | +24.3% | -21.6% | +45.9% | +34.8% |
| 3Y | +15.5% | -30.1% | +45.6% | +27.0% |
| All | +15.5% | -30.4% | +45.9% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling