+125.8%
SBUX vs P
+469.1%
-343.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.2% |
| 7D | +1.7% | -23.8% | +25.5% | +5.6% |
| 30D | +12.6% | -36.6% | +49.3% | +19.8% |
| 3M | +0.8% | +10.9% | -10.1% | -2.6% |
| 6M | +0.2% | +30.0% | -29.8% | -7.2% |
| YTD | +27.4% | +44.4% | -16.9% | +14.9% |
| 1Y | +31.5% | +3.9% | +27.5% | +23.8% |
| 3Y | +9.3% | +176.6% | -167.3% | -19.5% |
| 5Y | +1.5% | +249.3% | -247.8% | -30.5% |
| 10Y | +147.9% | +726.9% | -579.0% | +39.4% |
| All | +125.8% | +469.1% | -343.3% | +28.0% |
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