+42,297.2%
SBUX vs M
+632.2%
+41,665.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.9% |
| 7D | -3.1% | +4.7% | -7.9% | -4.3% |
| 30D | -0.9% | -9.6% | +8.8% | +1.7% |
| 3M | +11.6% | +0.9% | +10.8% | +10.8% |
| 6M | +8.8% | +22.3% | -13.5% | +2.1% |
| YTD | +26.3% | +6.5% | +19.8% | +22.4% |
| 1Y | +23.1% | +38.8% | -15.6% | +10.9% |
| 3Y | +15.0% | +115.9% | -101.0% | -13.6% |
| 5Y | +0.4% | +28.6% | -28.3% | -20.0% |
| 10Y | +130.7% | -2.5% | +133.2% | +57.3% |
| All | +42,297.2% | +632.2% | +41,665.0% | +13,695.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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