+125.0%
SBUX vs SFM
+268.6%
-143.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -6.2% | -8.8% | +2.5% | -5.2% |
| 30D | -6.4% | -14.5% | +8.0% | -4.7% |
| 3M | +1.0% | -16.8% | +17.9% | +3.1% |
| 6M | -0.4% | -5.3% | +5.0% | -0.4% |
| YTD | +20.0% | -9.4% | +29.3% | +20.4% |
| 1Y | +22.8% | -46.2% | +68.9% | +31.2% |
| 3Y | +12.3% | +81.3% | -69.0% | +1.2% |
| 5Y | -6.4% | +211.9% | -218.3% | -22.2% |
| All | +125.0% | +268.6% | -143.6% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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