+22.9%
SBUX vs FIS
-40.5%
+63.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -5.5% | -7.9% | +2.4% | -4.5% |
| 30D | -8.5% | -8.0% | -0.5% | -7.5% |
| 3M | -2.9% | +0.6% | -3.5% | -3.0% |
| 6M | -1.5% | -22.2% | +20.7% | +1.4% |
| YTD | +19.4% | -40.8% | +60.2% | +27.5% |
| 1Y | +22.9% | -41.5% | +64.5% | +29.8% |
| All | +22.9% | -40.5% | +63.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling