+128.8%
SBUX vs FIVE
+475.1%
-346.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -3.9% | +3.7% | -7.6% | -4.9% |
| 30D | -2.8% | +4.0% | -6.8% | -4.0% |
| 3M | +8.2% | +36.2% | -28.0% | -0.7% |
| 6M | +4.3% | +18.0% | -13.8% | -1.4% |
| YTD | +23.3% | +34.9% | -11.5% | +12.3% |
| 1Y | +24.3% | +67.9% | -43.6% | +6.2% |
| 3Y | +15.5% | +57.3% | -41.9% | -6.2% |
| 5Y | -2.7% | +39.5% | -42.2% | -21.2% |
| 10Y | +128.8% | +496.4% | -367.6% | +36.1% |
| All | +128.8% | +475.1% | -346.2% | +36.1% |
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