+154.6%
SBUX vs FFIV
+126.0%
+28.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.9% | -4.2% | +9.1% | +6.6% |
| 30D | +21.2% | -33.9% | +55.0% | +38.6% |
| 3M | +5.7% | -22.6% | +28.3% | +13.1% |
| 6M | +6.0% | -10.4% | +16.4% | +5.9% |
| YTD | +32.9% | +24.3% | +8.6% | +15.3% |
| 1Y | +33.3% | +31.8% | +1.5% | +12.7% |
| 3Y | +13.0% | +99.5% | -86.5% | -22.0% |
| 5Y | +8.8% | +40.7% | -31.9% | -14.8% |
| 10Y | +154.6% | +126.9% | +27.7% | +52.3% |
| All | +154.6% | +126.0% | +28.6% | +52.3% |
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