+17,262.7%
SBUX vs IT
+6,105.9%
+11,156.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.1% |
| 7D | -3.1% | -6.0% | +2.9% | -1.7% |
| 30D | -0.9% | 0.0% | -0.9% | -1.2% |
| 3M | +11.6% | +13.1% | -1.5% | +6.5% |
| 6M | +8.8% | +11.7% | -2.9% | +3.1% |
| YTD | +26.3% | -26.1% | +52.4% | +31.3% |
| 1Y | +23.1% | -21.3% | +44.4% | +25.4% |
| 3Y | +15.0% | -46.7% | +61.7% | +26.5% |
| 5Y | +0.4% | -40.5% | +40.9% | +6.5% |
| 10Y | +130.7% | +103.9% | +26.8% | +76.1% |
| All | +17,262.7% | +6,105.9% | +11,156.8% | +5,987.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling