+15.5%
SBUX vs SFM
+96.9%
-81.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.7% |
| 7D | -3.9% | -5.8% | +1.9% | -3.3% |
| 30D | -2.8% | -11.4% | +8.5% | -1.7% |
| 3M | +8.2% | -12.2% | +20.4% | +9.4% |
| 6M | +4.3% | -5.2% | +9.4% | +4.4% |
| YTD | +23.3% | -4.5% | +27.8% | +23.3% |
| 1Y | +24.3% | -45.4% | +69.7% | +33.8% |
| 3Y | +15.5% | +91.1% | -75.6% | +11.0% |
| All | +15.5% | +96.9% | -81.4% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling