+5,724.5%
SBUX vs FIX
+12,471.5%
-6,746.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | -3.1% | +6.0% | -9.2% | -4.2% |
| 30D | -0.9% | -7.2% | +6.4% | +0.4% |
| 3M | +11.6% | -15.9% | +27.5% | +14.0% |
| 6M | +8.8% | +12.7% | -4.0% | +4.4% |
| YTD | +26.3% | +72.8% | -46.5% | +11.1% |
| 1Y | +23.1% | +122.9% | -99.8% | +2.1% |
| 3Y | +15.0% | +774.3% | -759.4% | -30.6% |
| 5Y | +0.4% | +2,049.5% | -2,049.1% | -49.9% |
| 10Y | +130.7% | +5,821.5% | -5,690.8% | -9.6% |
| All | +5,724.5% | +12,471.5% | -6,746.9% | +1,661.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling