-5.2%
SBUX vs FITB
+70.3%
-75.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -6.3% | -0.4% | -5.9% | -6.1% |
| 30D | -3.9% | -5.1% | +1.3% | -2.0% |
| 3M | +3.3% | +3.5% | -0.2% | +1.9% |
| 6M | +1.4% | +17.2% | -15.8% | -4.7% |
| YTD | +21.0% | +17.6% | +3.3% | +13.4% |
| 1Y | +22.4% | +23.4% | -0.9% | +12.4% |
| 3Y | +13.2% | +129.7% | -116.5% | -17.6% |
| 5Y | -5.2% | +68.4% | -73.6% | -21.6% |
| All | -5.2% | +70.3% | -75.4% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling