+145.0%
SBUX vs FFIV
+118.6%
+26.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.8% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +14.8% | -32.4% | +47.2% | +30.3% |
| 3M | -0.8% | -25.7% | +24.9% | +7.8% |
| 6M | +2.2% | -13.5% | +15.7% | +3.5% |
| YTD | +29.5% | +21.1% | +8.3% | +13.3% |
| 1Y | +27.0% | +29.4% | -2.4% | +8.0% |
| 3Y | +10.9% | +94.9% | -84.0% | -22.8% |
| 5Y | +7.4% | +34.7% | -27.3% | -14.5% |
| All | +145.0% | +118.6% | +26.4% | +48.4% |
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