+1,420.5%
SBUX vs ITOT
+885.8%
+534.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | -6.3% | -0.4% | -5.9% | -5.9% |
| 30D | -3.9% | -1.6% | -2.3% | -2.3% |
| 3M | +3.3% | +3.5% | -0.3% | -0.7% |
| 6M | +1.4% | +13.1% | -11.7% | -11.2% |
| YTD | +21.0% | +12.7% | +8.2% | +6.2% |
| 1Y | +22.4% | +18.3% | +4.1% | +2.0% |
| 3Y | +13.2% | +76.4% | -63.2% | -38.1% |
| 5Y | -5.2% | +73.8% | -78.9% | -47.5% |
| 10Y | +128.3% | +301.2% | -172.9% | -48.3% |
| All | +1,420.5% | +885.8% | +534.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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