-5.2%
SBUX vs SFM
+217.9%
-223.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.4% |
| 7D | -6.3% | -7.2% | +0.9% | -5.3% |
| 30D | -3.9% | -14.3% | +10.5% | -1.9% |
| 3M | +3.3% | -13.7% | +17.0% | +5.1% |
| 6M | +1.4% | -6.0% | +7.5% | +1.6% |
| YTD | +21.0% | -8.2% | +29.2% | +21.3% |
| 1Y | +22.4% | -46.2% | +68.7% | +32.8% |
| 3Y | +13.2% | +83.6% | -70.3% | -1.6% |
| 5Y | -5.2% | +212.7% | -217.9% | -25.5% |
| All | -5.2% | +217.9% | -223.1% | -25.5% |
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