-6.4%
SBUX vs RUN
-81.3%
+74.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -6.2% | -3.4% | -2.9% | -6.0% |
| 30D | -6.4% | -14.0% | +7.5% | -5.4% |
| 3M | +1.0% | -27.5% | +28.5% | +3.3% |
| 6M | -0.4% | -29.0% | +28.6% | +1.4% |
| YTD | +20.0% | -53.1% | +73.1% | +25.1% |
| 1Y | +22.8% | -46.7% | +69.5% | +25.6% |
| 3Y | +12.3% | -38.3% | +50.6% | +1.9% |
| 5Y | -6.4% | -80.7% | +74.3% | -15.1% |
| All | -6.4% | -81.3% | +74.9% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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