+15.5%
SBUX vs FLUT
-42.5%
+58.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.5% |
| 7D | -3.9% | +3.8% | -7.7% | -4.5% |
| 30D | -2.8% | +6.3% | -9.1% | -4.0% |
| 3M | +8.2% | -4.0% | +12.3% | +8.3% |
| 6M | +4.3% | -10.3% | +14.5% | +5.3% |
| YTD | +23.3% | -53.2% | +76.5% | +42.2% |
| 1Y | +24.3% | -65.0% | +89.3% | +52.1% |
| 3Y | +15.5% | -43.9% | +59.4% | +25.4% |
| All | +15.5% | -42.5% | +58.0% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling