+7.3%
SBUX vs SGI
+41.4%
-34.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +1.6% | -5.3% | +6.9% | +3.3% |
| 30D | +14.8% | -2.1% | +16.9% | +15.4% |
| 3M | -0.8% | -8.2% | +7.4% | +1.4% |
| 6M | +2.2% | -4.6% | +6.8% | +2.3% |
| YTD | +29.5% | -31.5% | +60.9% | +42.6% |
| 1Y | +27.0% | -30.8% | +57.8% | +39.4% |
| 3Y | +10.9% | +67.2% | -56.3% | -11.3% |
| All | +7.3% | +41.4% | -34.1% | -15.4% |
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