+123.8%
SBUX vs P
+485.4%
-361.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | -3.1% | +6.5% | -9.7% | -4.2% |
| 30D | -0.9% | +18.8% | -19.7% | -4.0% |
| 3M | +11.6% | +26.7% | -15.1% | +6.1% |
| 6M | +8.8% | +62.2% | -53.4% | -1.8% |
| YTD | +26.3% | +48.5% | -22.2% | +15.0% |
| 1Y | +23.1% | +26.4% | -3.3% | +13.2% |
| 3Y | +15.0% | +159.4% | -144.5% | -13.1% |
| 5Y | +0.4% | +275.8% | -275.4% | -31.2% |
| 10Y | +130.7% | +732.0% | -601.3% | +31.0% |
| All | +123.8% | +485.4% | -361.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 all: compounded portfolio wealth divided by compounded P 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…
all analysis · Full analysis span regression · 6 months rolling