+71.6%
SBUX vs FOXA
+90.3%
-18.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -3.9% | -0.6% | -3.3% | -3.7% |
| 30D | -2.8% | +2.3% | -5.2% | -3.7% |
| 3M | +8.2% | -2.8% | +11.1% | +8.1% |
| 6M | +4.3% | +9.6% | -5.3% | -0.7% |
| YTD | +23.3% | -9.9% | +33.2% | +25.6% |
| 1Y | +24.3% | +5.4% | +18.9% | +18.8% |
| 3Y | +15.5% | +115.3% | -99.8% | -15.4% |
| 5Y | -2.7% | +93.1% | -95.8% | -26.9% |
| All | +71.6% | +90.3% | -18.6% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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