+145.4%
SBUX vs FICO
+524.6%
-379.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | +1.0% | +1.4% | -0.4% | +0.7% |
| 30D | +16.6% | -0.8% | +17.4% | +16.3% |
| 3M | -0.6% | -31.3% | +30.7% | +7.0% |
| 6M | +1.8% | -33.9% | +35.8% | +8.8% |
| YTD | +29.7% | -57.6% | +87.3% | +56.5% |
| 1Y | +26.1% | -59.7% | +85.7% | +54.7% |
| 3Y | +10.3% | -28.0% | +38.3% | +2.1% |
| 5Y | +7.6% | +91.0% | -83.3% | -36.6% |
| All | +145.4% | +524.6% | -379.1% | -6.3% |
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