+145.0%
SBUX vs ICE
+259.6%
-114.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | +1.6% | +3.6% | -2.0% | -0.3% |
| 30D | +14.8% | +15.1% | -0.3% | +6.7% |
| 3M | -0.8% | +15.4% | -16.2% | -8.1% |
| 6M | +2.2% | +16.1% | -13.9% | -6.1% |
| YTD | +29.5% | +11.4% | +18.1% | +20.4% |
| 1Y | +27.0% | +18.5% | +8.6% | +14.1% |
| 3Y | +10.9% | +70.5% | -59.6% | -20.8% |
| 5Y | +7.4% | +40.9% | -33.5% | -15.5% |
| All | +145.0% | +259.6% | -114.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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