+134.8%
SBUX vs FTV
+127.6%
+7.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.6% | +3.9% | -2.3% | -0.3% |
| 30D | +14.8% | +18.7% | -3.8% | +5.7% |
| 3M | -0.8% | +10.0% | -10.8% | -5.4% |
| 6M | +2.2% | +14.6% | -12.3% | -5.2% |
| YTD | +29.5% | +23.4% | +6.0% | +14.7% |
| 1Y | +27.0% | +31.3% | -4.3% | +8.9% |
| 3Y | +10.9% | +39.8% | -28.9% | -9.4% |
| 5Y | +7.4% | +17.7% | -10.3% | -6.4% |
| 10Y | +146.3% | +110.2% | +36.1% | +69.9% |
| All | +134.8% | +127.6% | +7.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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