+44,496.8%
SBUX vs FITB
+1,534.5%
+42,962.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +19.1% | +7.0% | +12.0% | +17.1% |
| 3M | +3.6% | -4.8% | +8.4% | +4.9% |
| 6M | +5.1% | +13.5% | -8.4% | +1.6% |
| YTD | +32.9% | +19.1% | +13.8% | +26.7% |
| 1Y | +30.4% | +30.8% | -0.4% | +21.4% |
| 3Y | +13.0% | +141.6% | -128.7% | -10.5% |
| 5Y | +10.5% | +48.3% | -37.7% | -3.0% |
| 10Y | +152.8% | +215.9% | -63.2% | +75.1% |
| All | +44,496.8% | +1,534.5% | +42,962.3% | +18,007.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling