+152.8%
SBUX vs FFIV
+130.1%
+22.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.4% |
| 7D | +0.2% | -2.9% | +3.1% | +1.3% |
| 30D | +19.1% | -32.4% | +51.5% | +35.1% |
| 3M | +3.6% | -22.7% | +26.3% | +11.0% |
| 6M | +5.1% | -10.7% | +15.8% | +5.2% |
| YTD | +32.9% | +25.4% | +7.5% | +14.9% |
| 1Y | +30.4% | +34.2% | -3.8% | +9.5% |
| 3Y | +13.0% | +101.2% | -88.2% | -22.2% |
| 5Y | +10.5% | +42.0% | -31.4% | -13.7% |
| 10Y | +152.8% | +126.7% | +26.1% | +51.0% |
| All | +152.8% | +130.1% | +22.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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