-2.7%
SBUX vs IR
+46.5%
-49.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -1.6% |
| 7D | -3.9% | +0.6% | -4.5% | -4.2% |
| 30D | -2.8% | -13.6% | +10.8% | +3.5% |
| 3M | +8.2% | +3.7% | +4.5% | +5.6% |
| 6M | +4.3% | -13.1% | +17.3% | +9.4% |
| YTD | +23.3% | -5.1% | +28.5% | +23.2% |
| 1Y | +24.3% | -6.5% | +30.8% | +24.6% |
| 3Y | +15.5% | +8.5% | +6.9% | +2.2% |
| 5Y | -2.7% | +43.3% | -46.0% | -29.3% |
| All | -2.7% | +46.5% | -49.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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