+1.6%
SBUX vs SIMO
+269.6%
-268.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -2.4% |
| 7D | -3.1% | +4.2% | -7.4% | -3.7% |
| 30D | -0.9% | +4.1% | -5.0% | -1.8% |
| 3M | +11.6% | -12.9% | +24.5% | +11.6% |
| 6M | +8.8% | +110.3% | -101.6% | -7.8% |
| YTD | +26.3% | +178.6% | -152.3% | +1.3% |
| 1Y | +23.1% | +220.0% | -196.9% | -4.1% |
| 3Y | +15.0% | +409.0% | -394.1% | -18.7% |
| All | +1.6% | +269.6% | -268.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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