+129.1%
SBUX vs FTV
+90.8%
+38.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -3.1% | -4.5% | +1.4% | -1.0% |
| 30D | -0.9% | -7.1% | +6.2% | +2.7% |
| 3M | +11.6% | -7.2% | +18.8% | +15.0% |
| 6M | +8.8% | -1.5% | +10.3% | +8.5% |
| YTD | +26.3% | +3.5% | +22.8% | +22.1% |
| 1Y | +23.1% | +20.3% | +2.8% | +9.8% |
| 3Y | +15.0% | -3.1% | +18.1% | +12.5% |
| 5Y | +0.4% | +2.3% | -2.0% | -6.3% |
| 10Y | +130.7% | +76.3% | +54.4% | +72.9% |
| All | +129.1% | +90.8% | +38.3% | +74.4% |
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