+1,662.2%
SBUX vs SGI
+2,083.6%
-421.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -3.1% | +8.5% | -11.7% | -5.1% |
| 30D | -0.9% | +0.7% | -1.6% | -1.2% |
| 3M | +11.6% | +0.6% | +11.0% | +10.9% |
| 6M | +8.8% | -17.9% | +26.7% | +12.7% |
| YTD | +26.3% | -21.2% | +47.5% | +31.7% |
| 1Y | +23.1% | -18.9% | +42.0% | +27.1% |
| 3Y | +15.0% | +52.6% | -37.7% | +0.7% |
| 5Y | +0.4% | +60.7% | -60.4% | -15.5% |
| 10Y | +130.7% | +278.1% | -147.4% | +41.6% |
| All | +1,662.2% | +2,083.6% | -421.4% | +435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling