+22.4%
SBUX vs FFIV
+26.5%
-4.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -2.4% |
| 7D | -6.3% | +3.5% | -9.7% | -6.7% |
| 30D | -3.9% | -1.3% | -2.5% | -3.8% |
| 3M | +3.3% | +2.4% | +0.9% | +2.5% |
| 6M | +1.4% | +41.8% | -40.4% | -6.5% |
| YTD | +21.0% | +58.5% | -37.6% | +10.2% |
| 1Y | +22.4% | +24.3% | -1.9% | +8.9% |
| All | +22.4% | +26.5% | -4.1% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling