+8,182.2%
SBUX vs FDS
+10,448.9%
-2,266.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.1% |
| 7D | +1.0% | -2.6% | +3.6% | +1.8% |
| 30D | +16.6% | +14.1% | +2.5% | +11.8% |
| 3M | -0.6% | +19.8% | -20.3% | -6.7% |
| 6M | +1.8% | +55.0% | -53.1% | -13.3% |
| YTD | +29.7% | +15.9% | +13.8% | +19.2% |
| 1Y | +26.1% | +24.2% | +1.9% | +12.9% |
| 3Y | +10.3% | -24.0% | +34.3% | +14.2% |
| 5Y | +7.6% | -23.3% | +31.0% | +10.5% |
| 10Y | +146.7% | +128.0% | +18.7% | +77.5% |
| All | +8,182.2% | +10,448.9% | -2,266.7% | +1,924.6% |
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