+268.6%
SBUX vs SFM
+132.6%
+136.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.1% | -1.6% |
| 7D | -3.1% | -0.1% | -3.1% | -3.1% |
| 30D | -0.9% | -4.4% | +3.5% | -0.4% |
| 3M | +11.6% | +1.5% | +10.1% | +11.1% |
| 6M | +8.8% | +6.5% | +2.3% | +7.2% |
| YTD | +26.3% | +2.2% | +24.1% | +24.9% |
| 1Y | +23.1% | -41.9% | +65.0% | +30.2% |
| 3Y | +15.0% | +106.8% | -91.8% | +2.1% |
| 5Y | +0.4% | +231.6% | -231.2% | -17.2% |
| 10Y | +130.7% | +258.4% | -127.7% | +81.5% |
| All | +268.6% | +132.6% | +136.1% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling