+30.4%
SBUX vs FN
-19.6%
+50.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -5.9% | -0.2% |
| 7D | +0.2% | +8.0% | -7.8% | 0.0% |
| 30D | +19.1% | -19.1% | +38.2% | +19.4% |
| 3M | +3.6% | -29.8% | +33.5% | +4.2% |
| 6M | +5.1% | -43.2% | +48.3% | +6.2% |
| YTD | +32.9% | -18.9% | +51.8% | +31.2% |
| 1Y | +30.4% | -17.9% | +48.3% | +27.5% |
| All | +30.4% | -19.6% | +50.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling