+148.7%
SBUX vs RF
+277.2%
-128.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.1% |
| 7D | +4.8% | -0.1% | +5.0% | +4.9% |
| 30D | +20.6% | +7.0% | +13.6% | +17.9% |
| 3M | +4.3% | -7.0% | +11.3% | +6.9% |
| 6M | +5.5% | +6.8% | -1.3% | +2.9% |
| YTD | +32.3% | +9.9% | +22.4% | +27.5% |
| 1Y | +31.2% | +21.1% | +10.0% | +22.2% |
| 3Y | +14.8% | +119.6% | -104.8% | -14.3% |
| 5Y | +8.0% | +46.2% | -38.2% | -9.8% |
| 10Y | +148.7% | +261.5% | -112.8% | +51.0% |
| All | +148.7% | +277.2% | -128.5% | +51.0% |
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