+7.3%
SBUX vs FN
+169.4%
-162.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.3% | +7.1% | +0.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +14.8% | -16.5% | +31.4% | +16.3% |
| 3M | -0.8% | -42.1% | +41.3% | +4.1% |
| 6M | +2.2% | -52.9% | +55.1% | +9.0% |
| YTD | +29.5% | -28.0% | +57.4% | +27.7% |
| 1Y | +27.0% | -18.5% | +45.5% | +22.3% |
| 3Y | +10.9% | +93.9% | -82.9% | -14.3% |
| All | +7.3% | +169.4% | -162.1% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling