+13.7%
SBUX vs FPS
-14.8%
+28.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.8% | +7.5% | -2.3% |
| 7D | +1.0% | +21.6% | -20.6% | +1.1% |
| 30D | +16.6% | -38.8% | +55.3% | +16.1% |
| 3M | -0.6% | -42.1% | +41.6% | -0.7% |
| 6M | +1.8% | -48.5% | +50.3% | -0.5% |
| All | +13.7% | -14.8% | +28.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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