-6.4%
SBUX vs ROST
+107.5%
-113.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -6.2% | -2.5% | -3.8% | -5.3% |
| 30D | -6.4% | -10.3% | +3.8% | -2.6% |
| 3M | +1.0% | -2.6% | +3.6% | +1.6% |
| 6M | -0.4% | +6.5% | -6.9% | -3.7% |
| YTD | +20.0% | +25.9% | -6.0% | +8.1% |
| 1Y | +22.8% | +52.3% | -29.6% | +2.2% |
| 3Y | +12.3% | +94.6% | -82.3% | -16.5% |
| 5Y | -6.4% | +111.1% | -117.5% | -34.0% |
| All | -6.4% | +107.5% | -113.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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