-5.6%
SBUX vs IT
-46.4%
+40.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.6% |
| 7D | -6.3% | -9.1% | +2.9% | -4.3% |
| 30D | -3.9% | -12.2% | +8.3% | -1.3% |
| 3M | +3.3% | +7.8% | -4.5% | -0.1% |
| 6M | +1.4% | +2.0% | -0.5% | -1.4% |
| YTD | +21.0% | -32.7% | +53.7% | +32.1% |
| 1Y | +22.4% | -31.1% | +53.5% | +31.8% |
| 3Y | +13.2% | -52.1% | +65.3% | +33.0% |
| All | -5.6% | -46.4% | +40.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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