+145.0%
SBUX vs SFM
+140.2%
+4.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +1.6% | +6.0% | -4.5% | +0.9% |
| 30D | +14.8% | -19.5% | +34.3% | +17.1% |
| 3M | -0.8% | -37.0% | +36.2% | +4.2% |
| 6M | +2.2% | -41.0% | +43.2% | +7.9% |
| YTD | +29.5% | -34.6% | +64.1% | +34.3% |
| 1Y | +27.0% | -36.3% | +63.3% | +32.2% |
| 3Y | +10.9% | +24.5% | -13.6% | +4.1% |
| 5Y | +7.4% | +115.9% | -108.4% | -7.1% |
| All | +145.0% | +140.2% | +4.8% | +100.4% |
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