+20.7%
SBUX vs FGI
-70.4%
+91.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -1.3% |
| 7D | -3.1% | +0.5% | -3.7% | -3.1% |
| 30D | -0.9% | +65.4% | -66.3% | -1.6% |
| 3M | +11.6% | +23.5% | -11.9% | +11.0% |
| 6M | +8.8% | +60.5% | -51.7% | +7.3% |
| YTD | +26.3% | +30.0% | -3.7% | +24.9% |
| 1Y | +23.1% | +82.1% | -58.9% | +20.1% |
| 3Y | +15.0% | -4.4% | +19.3% | +13.2% |
| All | +20.7% | -70.4% | +91.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 all: compounded portfolio wealth divided by compounded FGI 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…
all analysis · Full analysis span regression · 6 months rolling