-6.7%
SBUX vs NRG
+194.8%
-201.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -5.5% | -4.7% | -0.8% | -4.7% |
| 30D | -8.5% | -6.0% | -2.5% | -7.6% |
| 3M | -2.9% | -8.0% | +5.0% | -2.5% |
| 6M | -1.5% | -23.2% | +21.6% | +1.8% |
| YTD | +19.4% | -28.1% | +47.4% | +24.5% |
| 1Y | +22.9% | -27.3% | +50.2% | +27.2% |
| 3Y | +11.3% | +208.7% | -197.4% | -24.2% |
| All | -6.7% | +194.8% | -201.5% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling