+42,297.2%
SBUX vs NOC
+9,877.6%
+32,419.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.5% |
| 7D | -3.1% | -5.2% | +2.0% | -1.5% |
| 30D | -0.9% | -7.2% | +6.3% | +1.4% |
| 3M | +11.6% | -5.1% | +16.7% | +13.0% |
| 6M | +8.8% | -31.1% | +39.9% | +21.5% |
| YTD | +26.3% | -8.6% | +34.9% | +28.2% |
| 1Y | +23.1% | -9.7% | +32.9% | +25.1% |
| 3Y | +15.0% | +24.3% | -9.3% | +2.8% |
| 5Y | +0.4% | +52.6% | -52.3% | -18.7% |
| 10Y | +130.7% | +183.6% | -52.9% | +46.7% |
| All | +42,297.2% | +9,877.6% | +32,419.6% | +10,848.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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