+148.7%
SBUX vs FICO
+544.0%
-395.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +3.1% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +20.6% | +8.4% | +12.2% | +17.2% |
| 3M | +4.3% | -30.5% | +34.8% | +11.8% |
| 6M | +5.5% | -35.7% | +41.2% | +13.8% |
| YTD | +32.3% | -57.2% | +89.5% | +59.3% |
| 1Y | +31.2% | -58.4% | +89.6% | +59.4% |
| 3Y | +14.8% | -24.8% | +39.6% | +4.6% |
| 5Y | +8.0% | +79.3% | -71.3% | -34.5% |
| 10Y | +148.7% | +531.6% | -382.9% | -5.2% |
| All | +148.7% | +544.0% | -395.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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