+148.7%
SBUX vs FIX
+4,032.2%
-3,883.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +2.0% |
| 7D | +4.8% | -7.2% | +12.1% | +5.6% |
| 30D | +20.6% | -35.1% | +55.7% | +29.9% |
| 3M | +4.3% | -34.3% | +38.5% | +11.6% |
| 6M | +5.5% | -42.9% | +48.4% | +14.9% |
| YTD | +32.3% | +19.5% | +12.9% | +20.7% |
| 1Y | +31.2% | +16.8% | +14.4% | +19.7% |
| 3Y | +14.8% | +506.7% | -491.9% | -36.3% |
| 5Y | +8.0% | +1,046.7% | -1,038.7% | -51.5% |
| 10Y | +148.7% | +3,800.0% | -3,651.2% | -21.5% |
| All | +148.7% | +4,032.2% | -3,883.4% | -21.5% |
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