+5.6%
SBUX vs S
-56.8%
+62.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -3.1% | -7.7% | +4.6% | -2.2% |
| 30D | -0.9% | -5.3% | +4.5% | -0.5% |
| 3M | +11.6% | +20.3% | -8.7% | +8.4% |
| 6M | +8.8% | +47.4% | -38.6% | +2.4% |
| YTD | +26.3% | +32.5% | -6.2% | +20.3% |
| 1Y | +23.1% | +9.5% | +13.6% | +19.7% |
| 3Y | +15.0% | +15.5% | -0.6% | +8.0% |
| 5Y | +0.4% | -71.2% | +71.6% | -2.6% |
| All | +5.6% | -56.8% | +62.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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