+2,616.8%
SBUX vs FIS
+374.5%
+2,242.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -3.1% | +1.1% | -4.2% | -3.6% |
| 30D | -0.9% | -2.2% | +1.3% | -0.1% |
| 3M | +11.6% | +2.1% | +9.5% | +9.9% |
| 6M | +8.8% | -14.7% | +23.5% | +14.5% |
| YTD | +26.3% | -35.7% | +62.0% | +49.2% |
| 1Y | +23.1% | -37.1% | +60.2% | +46.2% |
| 3Y | +15.0% | -20.0% | +35.0% | +20.6% |
| 5Y | +0.4% | -62.1% | +62.5% | +38.0% |
| 10Y | +130.7% | -37.4% | +168.1% | +153.2% |
| All | +2,616.8% | +374.5% | +2,242.3% | +1,182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling