+123.9%
SBUX vs SCHG
+459.0%
-335.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.1% |
| 7D | -5.5% | -1.0% | -4.4% | -4.7% |
| 30D | -8.5% | -1.3% | -7.2% | -7.6% |
| 3M | -2.9% | +5.4% | -8.3% | -7.1% |
| 6M | -1.5% | +14.4% | -15.9% | -11.9% |
| YTD | +19.4% | +8.0% | +11.4% | +11.6% |
| 1Y | +22.9% | +12.7% | +10.2% | +10.7% |
| 3Y | +11.3% | +85.6% | -74.3% | -34.2% |
| 5Y | -6.9% | +85.5% | -92.4% | -45.9% |
| All | +123.9% | +459.0% | -335.1% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling