+411.9%
SBUX vs FIVE
+822.5%
-410.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +12.6% | +17.7% | -5.0% | +8.4% |
| 3M | +0.8% | +4.0% | -3.2% | -0.4% |
| 6M | +0.2% | +2.6% | -2.4% | -1.3% |
| YTD | +27.4% | +27.6% | -0.1% | +18.8% |
| 1Y | +31.5% | +59.9% | -28.5% | +16.1% |
| 3Y | +9.3% | +35.8% | -26.5% | -5.8% |
| 5Y | +1.5% | +14.4% | -12.9% | -11.7% |
| 10Y | +147.9% | +576.1% | -428.2% | +49.8% |
| All | +411.9% | +822.5% | -410.5% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling