-6.7%
SBUX vs SHAK
-22.8%
+16.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -2.9% | +9.1% | -12.0% | -5.5% |
| 6M | -1.5% | -31.2% | +29.7% | +5.0% |
| YTD | +19.4% | -21.6% | +41.0% | +22.7% |
| 1Y | +22.9% | -38.8% | +61.7% | +34.0% |
| 3Y | +11.3% | +0.6% | +10.7% | +0.5% |
| All | -6.7% | -22.8% | +16.1% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling