-6.7%
SBUX vs NTR
+45.7%
-52.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.5% | -1.3% | -4.2% | -5.3% |
| 30D | -8.5% | +16.8% | -25.2% | -10.7% |
| 3M | -2.9% | +20.7% | -23.7% | -5.9% |
| 6M | -1.5% | +0.5% | -2.1% | -2.0% |
| YTD | +19.4% | +29.2% | -9.8% | +13.7% |
| 1Y | +22.9% | +39.6% | -16.6% | +15.2% |
| 3Y | +11.3% | +37.9% | -26.6% | +3.1% |
| All | -6.7% | +45.7% | -52.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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