+7.3%
SBUX vs SFM
+116.0%
-108.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +1.6% | +6.0% | -4.5% | +0.8% |
| 30D | +14.8% | -19.5% | +34.3% | +17.3% |
| 3M | -0.8% | -37.0% | +36.2% | +4.6% |
| 6M | +2.2% | -41.0% | +43.2% | +8.4% |
| YTD | +29.5% | -34.6% | +64.1% | +34.7% |
| 1Y | +27.0% | -36.3% | +63.3% | +32.6% |
| 3Y | +10.9% | +24.5% | -13.6% | +0.9% |
| All | +7.3% | +116.0% | -108.7% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling