+459.4%
SBUX vs INDA
+111.6%
+347.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -1.6% |
| 7D | -3.9% | -1.0% | -2.9% | -3.5% |
| 30D | -2.8% | -2.5% | -0.3% | -1.7% |
| 3M | +8.2% | +4.0% | +4.2% | +6.1% |
| 6M | +4.3% | -1.8% | +6.1% | +4.9% |
| YTD | +23.3% | -9.2% | +32.5% | +28.5% |
| 1Y | +24.3% | -7.2% | +31.5% | +28.1% |
| 3Y | +15.5% | +9.8% | +5.6% | +9.5% |
| 5Y | -2.7% | +7.5% | -10.2% | -6.9% |
| 10Y | +128.8% | +80.8% | +48.1% | +71.3% |
| All | +459.4% | +111.6% | +347.8% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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