+3.0%
SBUX vs SIMO
+154.7%
-151.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.2% |
| 7D | +1.7% | -22.0% | +23.7% | +4.3% |
| 30D | +12.6% | -43.0% | +55.7% | +19.5% |
| 3M | +0.8% | -39.1% | +40.0% | +5.2% |
| 6M | +0.2% | -33.3% | +33.5% | +0.7% |
| YTD | +27.4% | +77.0% | -49.5% | +6.1% |
| 1Y | +31.5% | +73.0% | -41.5% | +9.7% |
| 3Y | +9.3% | +215.7% | -206.5% | -19.6% |
| All | +3.0% | +154.7% | -151.6% | -24.8% |
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