-5.2%
SBUX vs SGI
+56.1%
-61.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -6.3% | +0.6% | -6.9% | -6.4% |
| 30D | -3.9% | +5.5% | -9.4% | -5.6% |
| 3M | +3.3% | -3.6% | +6.9% | +3.8% |
| 6M | +1.4% | -15.0% | +16.5% | +5.2% |
| YTD | +21.0% | -23.0% | +44.0% | +29.0% |
| 1Y | +22.4% | -18.4% | +40.8% | +27.2% |
| 3Y | +13.2% | +57.8% | -44.5% | -7.7% |
| 5Y | -5.2% | +51.5% | -56.6% | -27.2% |
| All | -5.2% | +56.1% | -61.3% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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