+123.9%
SBUX vs SHAK
+87.2%
+36.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.2% |
| 7D | -5.5% | -8.3% | +2.8% | -3.6% |
| 30D | -8.5% | -12.6% | +4.2% | -5.7% |
| 3M | -2.9% | +9.1% | -12.0% | -5.5% |
| 6M | -1.5% | -31.2% | +29.7% | +4.8% |
| YTD | +19.4% | -21.6% | +41.0% | +22.8% |
| 1Y | +22.9% | -38.8% | +61.7% | +33.6% |
| 3Y | +11.3% | +0.6% | +10.7% | +2.2% |
| 5Y | -6.9% | -22.5% | +15.7% | -13.6% |
| All | +123.9% | +87.2% | +36.7% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling