-6.7%
SBUX vs NTRS
+93.2%
-99.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -5.5% | +1.4% | -6.9% | -6.0% |
| 30D | -8.5% | -0.7% | -7.8% | -8.3% |
| 3M | -2.9% | +11.3% | -14.2% | -6.9% |
| 6M | -1.5% | +35.5% | -37.1% | -12.9% |
| YTD | +19.4% | +40.6% | -21.2% | +3.8% |
| 1Y | +22.9% | +49.2% | -26.3% | +4.2% |
| 3Y | +11.3% | +167.2% | -155.9% | -26.3% |
| All | -6.7% | +93.2% | -99.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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