+10.5%
SBUX vs FIS
-70.7%
+81.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.8% | -1.6% |
| 7D | +0.2% | +1.5% | -1.3% | -0.2% |
| 30D | +19.1% | -11.8% | +30.9% | +20.3% |
| 3M | +3.6% | -28.5% | +32.2% | +10.8% |
| 6M | +5.1% | -27.0% | +32.2% | +11.3% |
| YTD | +32.9% | -53.1% | +86.0% | +59.4% |
| 1Y | +30.4% | -52.8% | +83.2% | +56.0% |
| 3Y | +13.0% | -37.5% | +50.4% | +23.6% |
| 5Y | +10.5% | -71.1% | +81.6% | +49.2% |
| All | +10.5% | -70.7% | +81.3% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling