+148.7%
SBUX vs FIVE
+596.6%
-447.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +2.3% |
| 7D | +4.8% | +6.2% | -1.4% | +3.2% |
| 30D | +20.6% | +18.2% | +2.4% | +15.4% |
| 3M | +4.3% | +3.8% | +0.4% | +2.9% |
| 6M | +5.5% | +13.7% | -8.2% | +1.0% |
| YTD | +32.3% | +34.7% | -2.4% | +20.4% |
| 1Y | +31.2% | +66.6% | -35.5% | +12.6% |
| 3Y | +14.8% | +44.3% | -29.5% | -4.3% |
| 5Y | +8.0% | +18.8% | -10.8% | -8.6% |
| 10Y | +148.7% | +569.2% | -420.5% | +52.1% |
| All | +148.7% | +596.6% | -447.8% | +52.1% |
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