+1,079.1%
SBUX vs FERG
+1,335.0%
-255.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.2% |
| 7D | -3.9% | +3.4% | -7.3% | -4.3% |
| 30D | -2.8% | -11.5% | +8.7% | -1.5% |
| 3M | +8.2% | +1.3% | +6.9% | +7.8% |
| 6M | +4.3% | -1.0% | +5.2% | +4.1% |
| YTD | +23.3% | +3.2% | +20.1% | +22.5% |
| 1Y | +24.3% | -3.0% | +27.2% | +24.2% |
| 3Y | +15.5% | +55.0% | -39.6% | +9.7% |
| 5Y | -2.7% | +72.6% | -75.4% | -9.0% |
| 10Y | +128.8% | +358.9% | -230.1% | +108.5% |
| All | +1,079.1% | +1,335.0% | -255.9% | +974.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling