-6.4%
SBUX vs FERG
+66.7%
-73.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -6.2% | -1.0% | -5.2% | -5.9% |
| 30D | -6.4% | -11.8% | +5.4% | -2.5% |
| 3M | +1.0% | -1.2% | +2.3% | +0.9% |
| 6M | -0.4% | -2.3% | +1.9% | -0.8% |
| YTD | +20.0% | +0.8% | +19.2% | +18.0% |
| 1Y | +22.8% | +0.5% | +22.3% | +20.4% |
| 3Y | +12.3% | +51.4% | -39.1% | -9.2% |
| 5Y | -6.4% | +67.5% | -73.9% | -29.5% |
| All | -6.4% | +66.7% | -73.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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