+113.4%
SBUX vs IR
+288.5%
-175.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.7% |
| 7D | -3.1% | -2.8% | -0.3% | -2.2% |
| 30D | -0.9% | -15.1% | +14.3% | +5.1% |
| 3M | +11.6% | +6.1% | +5.5% | +8.6% |
| 6M | +8.8% | -16.8% | +25.6% | +15.0% |
| YTD | +26.3% | -3.5% | +29.9% | +25.9% |
| 1Y | +23.1% | -3.5% | +26.6% | +22.4% |
| 3Y | +15.0% | +9.5% | +5.5% | +7.1% |
| 5Y | +0.4% | +45.1% | -44.7% | -16.7% |
| All | +113.4% | +288.5% | -175.1% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling