+11.3%
SBUX vs NEM
+243.4%
-232.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -5.5% | -1.0% | -4.5% | -5.4% |
| 30D | -8.5% | +7.8% | -16.3% | -9.0% |
| 3M | -2.9% | +30.2% | -33.1% | -5.1% |
| 6M | -1.5% | +9.6% | -11.1% | -2.6% |
| YTD | +19.4% | +27.8% | -8.4% | +16.1% |
| 1Y | +22.9% | +60.7% | -37.8% | +16.2% |
| 3Y | +11.3% | +245.3% | -234.0% | -4.2% |
| All | +11.3% | +243.4% | -232.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling