+5,467.3%
SBUX vs NLY
+1,197.0%
+4,270.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -5.5% | -4.0% | -1.5% | -4.3% |
| 30D | -8.5% | -5.2% | -3.2% | -7.0% |
| 3M | -2.9% | +2.8% | -5.7% | -3.8% |
| 6M | -1.5% | +4.2% | -5.7% | -2.9% |
| YTD | +19.4% | +4.7% | +14.7% | +17.5% |
| 1Y | +22.9% | +12.7% | +10.2% | +18.2% |
| 3Y | +11.3% | +62.5% | -51.3% | -4.8% |
| 5Y | -6.9% | +26.3% | -33.2% | -15.3% |
| 10Y | +125.4% | +81.0% | +44.4% | +78.8% |
| All | +5,467.3% | +1,197.0% | +4,270.3% | +3,003.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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