+152.8%
SBUX vs FLEX
+658.8%
-506.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.8% | -1.0% |
| 7D | +0.2% | +2.2% | -2.1% | -0.7% |
| 30D | +19.1% | -32.6% | +51.7% | +29.2% |
| 3M | +3.6% | -35.5% | +39.1% | +12.9% |
| 6M | +5.1% | -45.6% | +50.7% | +17.1% |
| YTD | +32.9% | +30.7% | +2.2% | +10.0% |
| 1Y | +30.4% | +28.4% | +2.0% | +7.9% |
| 3Y | +13.0% | +301.7% | -288.7% | -37.7% |
| 5Y | +10.5% | +473.3% | -462.7% | -47.2% |
| 10Y | +152.8% | +651.7% | -499.0% | -0.2% |
| All | +152.8% | +658.8% | -506.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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