+18.5%
SBUX vs FFIV
+140.3%
-121.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -3.1% | -1.0% | -2.2% | -2.9% |
| 30D | -0.9% | -5.1% | +4.2% | +0.4% |
| 3M | +11.6% | -4.5% | +16.1% | +12.3% |
| 6M | +8.8% | +36.5% | -27.7% | -3.3% |
| YTD | +26.3% | +53.0% | -26.7% | +7.6% |
| 1Y | +23.1% | +24.2% | -1.1% | +11.2% |
| All | +18.5% | +140.3% | -121.8% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling