+23.1%
SBUX vs NRG
-18.6%
+41.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -1.5% |
| 7D | -3.1% | +7.1% | -10.2% | -3.4% |
| 30D | -0.9% | -1.4% | +0.5% | -0.8% |
| 3M | +11.6% | -10.5% | +22.1% | +11.7% |
| 6M | +8.8% | -26.7% | +35.5% | +10.5% |
| YTD | +26.3% | -24.5% | +50.8% | +27.6% |
| 1Y | +23.1% | -18.6% | +41.7% | +24.8% |
| All | +23.1% | -18.6% | +41.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling