+128.3%
SBUX vs FDX
+173.3%
-44.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.4% |
| 7D | -6.3% | -2.3% | -3.9% | -5.5% |
| 30D | -3.9% | -4.9% | +1.0% | -2.2% |
| 3M | +3.3% | -6.5% | +9.7% | +5.4% |
| 6M | +1.4% | +6.7% | -5.2% | -1.8% |
| YTD | +21.0% | +33.9% | -12.9% | +7.6% |
| 1Y | +22.4% | +72.2% | -49.8% | -0.7% |
| 3Y | +13.2% | +60.2% | -47.0% | -8.5% |
| 5Y | -5.2% | +62.9% | -68.1% | -26.5% |
| 10Y | +128.3% | +178.8% | -50.5% | +25.0% |
| All | +128.3% | +173.3% | -44.9% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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