+15.5%
SBUX vs FIS
-22.6%
+38.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -0.7% |
| 7D | -3.9% | -3.5% | -0.4% | -3.0% |
| 30D | -2.8% | -7.8% | +5.0% | -0.7% |
| 3M | +8.2% | +0.8% | +7.4% | +7.4% |
| 6M | +4.3% | -21.9% | +26.2% | +11.3% |
| YTD | +23.3% | -39.5% | +62.8% | +43.6% |
| 1Y | +24.3% | -41.0% | +65.3% | +45.7% |
| 3Y | +15.5% | -23.6% | +39.1% | +17.7% |
| All | +15.5% | -22.6% | +38.1% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling