+128.8%
SBUX vs RF
+334.9%
-206.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -3.9% | +2.7% | -6.6% | -4.8% |
| 30D | -2.8% | -3.4% | +0.5% | -1.7% |
| 3M | +8.2% | +6.4% | +1.8% | +5.9% |
| 6M | +4.3% | +13.4% | -9.2% | -0.5% |
| YTD | +23.3% | +14.2% | +9.1% | +17.3% |
| 1Y | +24.3% | +15.7% | +8.6% | +17.4% |
| 3Y | +15.5% | +91.3% | -75.9% | -9.9% |
| 5Y | -2.7% | +89.8% | -92.5% | -25.7% |
| 10Y | +128.8% | +336.7% | -207.8% | +25.4% |
| All | +128.8% | +334.9% | -206.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling