+434.0%
SBUX vs FIVE
+873.2%
-439.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.9% | +7.3% | -2.4% | +3.2% |
| 30D | +21.2% | +18.1% | +3.1% | +16.5% |
| 3M | +5.7% | +7.7% | -2.0% | +3.6% |
| 6M | +6.0% | +13.6% | -7.6% | +2.0% |
| YTD | +32.9% | +34.6% | -1.7% | +22.4% |
| 1Y | +33.3% | +66.2% | -33.0% | +16.6% |
| 3Y | +13.0% | +43.5% | -30.4% | -3.8% |
| 5Y | +8.8% | +20.7% | -11.8% | -6.5% |
| 10Y | +154.6% | +541.5% | -386.9% | +54.2% |
| All | +434.0% | +873.2% | -439.2% | +228.3% |
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