-6.7%
SBUX vs NYT
+38.8%
-45.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | -8.5% | +4.6% | -13.0% | -9.5% |
| 3M | -2.9% | -9.6% | +6.7% | -1.1% |
| 6M | -1.5% | -14.0% | +12.5% | +1.3% |
| YTD | +19.4% | -2.8% | +22.2% | +18.5% |
| 1Y | +22.9% | +15.6% | +7.4% | +16.2% |
| 3Y | +11.3% | +56.3% | -45.0% | -6.5% |
| All | -6.7% | +38.8% | -45.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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