-6.7%
SBUX vs QSR
+40.5%
-47.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -5.5% | -4.0% | -1.5% | -3.4% |
| 30D | -8.5% | +2.8% | -11.2% | -9.9% |
| 3M | -2.9% | +5.1% | -8.0% | -5.7% |
| 6M | -1.5% | +8.8% | -10.3% | -6.6% |
| YTD | +19.4% | +14.8% | +4.6% | +9.7% |
| 1Y | +22.9% | +25.7% | -2.8% | +7.1% |
| 3Y | +11.3% | +27.5% | -16.2% | -6.8% |
| All | -6.7% | +40.5% | -47.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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