-6.7%
SBUX vs ICE
+40.4%
-47.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | -5.5% | -2.4% | -3.1% | -4.5% |
| 30D | -8.5% | +4.0% | -12.5% | -10.0% |
| 3M | -2.9% | +13.7% | -16.6% | -8.4% |
| 6M | -1.5% | +0.9% | -2.5% | -2.3% |
| YTD | +19.4% | -2.1% | +21.5% | +19.2% |
| 1Y | +22.9% | -9.5% | +32.5% | +27.4% |
| 3Y | +11.3% | +42.1% | -30.8% | -10.6% |
| All | -6.7% | +40.4% | -47.1% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling