+8.8%
SBUX vs FDS
-22.8%
+31.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.9% | -2.0% | +6.9% | +5.4% |
| 30D | +21.2% | +13.5% | +7.6% | +17.6% |
| 3M | +5.7% | +15.2% | -9.5% | +1.8% |
| 6M | +6.0% | +47.0% | -41.0% | -5.4% |
| YTD | +32.9% | +13.9% | +19.0% | +28.5% |
| 1Y | +33.3% | +25.2% | +8.1% | +23.2% |
| 3Y | +13.0% | -25.3% | +38.4% | +28.1% |
| 5Y | +8.8% | -23.3% | +32.1% | +18.1% |
| All | +8.8% | -22.8% | +31.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling