+145.0%
SBUX vs FIVE
+504.2%
-359.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.6% | +2.7% | -1.1% | +0.9% |
| 30D | +14.8% | +12.7% | +2.2% | +11.3% |
| 3M | -0.8% | +2.1% | -2.9% | -1.6% |
| 6M | +2.2% | +17.5% | -15.2% | -2.9% |
| YTD | +29.5% | +31.0% | -1.5% | +18.7% |
| 1Y | +27.0% | +67.7% | -40.7% | +8.9% |
| 3Y | +10.9% | +43.4% | -32.4% | -7.5% |
| 5Y | +7.4% | +18.1% | -10.6% | -8.9% |
| All | +145.0% | +504.2% | -359.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling