+41,298.9%
SBUX vs NEM
+457.9%
+40,841.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -3.9% | +3.9% | -7.8% | -4.1% |
| 30D | -2.8% | +12.7% | -15.5% | -3.7% |
| 3M | +8.2% | +28.7% | -20.5% | +6.2% |
| 6M | +4.3% | +9.8% | -5.5% | +3.2% |
| YTD | +23.3% | +28.1% | -4.8% | +20.6% |
| 1Y | +24.3% | +69.3% | -45.1% | +19.0% |
| 3Y | +15.5% | +247.7% | -232.2% | +4.5% |
| 5Y | -2.7% | +153.4% | -156.1% | -10.7% |
| 10Y | +128.8% | +291.3% | -162.4% | +102.5% |
| All | +41,298.9% | +457.9% | +40,841.0% | +36,485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling