+152.8%
SBUX vs FICO
+544.1%
-391.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | +0.2% | +4.0% | -3.8% | -0.9% |
| 30D | +19.1% | -1.5% | +20.6% | +19.0% |
| 3M | +3.6% | -29.8% | +33.4% | +10.8% |
| 6M | +5.1% | -33.3% | +38.4% | +12.1% |
| YTD | +32.9% | -56.9% | +89.8% | +59.6% |
| 1Y | +30.4% | -59.5% | +89.9% | +59.9% |
| 3Y | +13.0% | -26.9% | +39.8% | +4.2% |
| 5Y | +10.5% | +92.9% | -82.4% | -34.9% |
| 10Y | +152.8% | +539.5% | -386.7% | -2.9% |
| All | +152.8% | +544.1% | -391.3% | -2.9% |
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