-2.7%
SBUX vs FFIV
+92.2%
-94.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.1% | -2.3% |
| 7D | -3.9% | -1.5% | -2.4% | -3.4% |
| 30D | -2.8% | -2.7% | -0.2% | -2.1% |
| 3M | +8.2% | -1.7% | +9.9% | +7.9% |
| 6M | +4.3% | +36.1% | -31.9% | -9.1% |
| YTD | +23.3% | +52.6% | -29.3% | +2.1% |
| 1Y | +24.3% | +21.5% | +2.8% | +11.7% |
| 3Y | +15.5% | +142.7% | -127.2% | -24.0% |
| 5Y | -2.7% | +92.6% | -95.3% | -29.5% |
| All | -2.7% | +92.2% | -94.9% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling