+130.1%
SBUX vs FICO
+606.0%
-475.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | +3.6% |
| 7D | -3.1% | -19.2% | +16.1% | +2.5% |
| 30D | -0.9% | -14.6% | +13.7% | +2.9% |
| 3M | +11.6% | -20.1% | +31.7% | +16.6% |
| 6M | +8.8% | -36.3% | +45.1% | +19.8% |
| YTD | +26.3% | -44.9% | +71.2% | +45.2% |
| 1Y | +23.1% | -38.6% | +61.8% | +34.8% |
| 3Y | +15.0% | +4.0% | +11.0% | -3.1% |
| 5Y | +0.4% | +99.5% | -99.2% | -38.1% |
| All | +130.1% | +606.0% | -475.9% | -12.9% |
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