+128.8%
SBUX vs FIX
+5,976.4%
-5,847.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -2.8% |
| 7D | -3.9% | +6.1% | -10.0% | -5.1% |
| 30D | -2.8% | -2.7% | -0.2% | -2.5% |
| 3M | +8.2% | -10.9% | +19.1% | +9.4% |
| 6M | +4.3% | +29.0% | -24.7% | -3.5% |
| YTD | +23.3% | +76.9% | -53.5% | +5.8% |
| 1Y | +24.3% | +130.7% | -106.5% | -0.9% |
| 3Y | +15.5% | +790.7% | -775.2% | -39.0% |
| 5Y | -2.7% | +2,185.6% | -2,188.3% | -61.2% |
| 10Y | +128.8% | +5,993.3% | -5,864.5% | -29.0% |
| All | +128.8% | +5,976.4% | -5,847.5% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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