+41.3%
SBUX vs FITB
+36.9%
+4.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.2% |
| 7D | +6.3% | +2.3% | +4.0% | +5.5% |
| 30D | +16.2% | +7.7% | +8.5% | +13.3% |
| 3M | +5.1% | -4.5% | +9.6% | +6.6% |
| 6M | +5.7% | +12.5% | -6.8% | +1.3% |
| YTD | +32.6% | +19.8% | +12.9% | +22.2% |
| 1Y | +41.3% | +34.1% | +7.2% | +19.4% |
| All | +41.3% | +36.9% | +4.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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