+125.0%
SBUX vs SBAC
+83.0%
+41.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.1% |
| 7D | -6.2% | -5.3% | -1.0% | -4.6% |
| 30D | -6.4% | +0.4% | -6.8% | -6.6% |
| 3M | +1.0% | -11.9% | +12.9% | +4.7% |
| 6M | -0.4% | -4.5% | +4.1% | -0.4% |
| YTD | +20.0% | -4.3% | +24.3% | +19.4% |
| 1Y | +22.8% | -3.9% | +26.7% | +21.9% |
| 3Y | +12.3% | -11.0% | +23.3% | +10.6% |
| 5Y | -6.4% | -44.1% | +37.7% | +9.9% |
| All | +125.0% | +83.0% | +41.9% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling