+122.6%
SBUX vs RUN
-31.9%
+154.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -3.1% | +1.3% | -4.4% | -3.3% |
| 30D | -0.9% | -15.3% | +14.4% | +0.4% |
| 3M | +11.6% | -40.0% | +51.6% | +16.3% |
| 6M | +8.8% | -27.0% | +35.7% | +10.7% |
| YTD | +26.3% | -51.7% | +78.0% | +31.9% |
| 1Y | +23.1% | -45.9% | +69.0% | +26.1% |
| 3Y | +15.0% | -43.8% | +58.7% | +5.4% |
| 5Y | +0.4% | -80.5% | +80.8% | -3.2% |
| 10Y | +130.7% | +45.3% | +85.4% | +73.1% |
| All | +122.6% | -31.9% | +154.5% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling