+26.1%
SBUX vs FIVE
+63.0%
-37.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | +1.0% | +2.4% | -1.4% | +0.5% |
| 30D | +16.6% | +15.8% | +0.7% | +13.0% |
| 3M | -0.6% | +3.8% | -4.3% | -1.6% |
| 6M | +1.8% | +18.5% | -16.7% | -2.8% |
| YTD | +29.7% | +31.2% | -1.5% | +18.9% |
| 1Y | +26.1% | +61.8% | -35.8% | +5.9% |
| All | +26.1% | +63.0% | -37.0% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling