+7,966.7%
SBUX vs FDS
+9,502.8%
-1,536.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.2% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | -0.9% | +9.0% | -9.9% | -3.7% |
| 3M | +11.6% | +18.9% | -7.2% | +4.5% |
| 6M | +8.8% | +35.1% | -26.3% | -3.4% |
| YTD | +26.3% | +5.5% | +20.8% | +20.2% |
| 1Y | +23.1% | -16.8% | +39.9% | +25.4% |
| 3Y | +15.0% | -28.1% | +43.0% | +21.7% |
| 5Y | +0.4% | -17.4% | +17.8% | +0.9% |
| 10Y | +130.7% | +85.4% | +45.2% | +77.4% |
| All | +7,966.7% | +9,502.8% | -1,536.1% | +1,941.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling