+1,002.8%
SBUX vs SIMO
+3,332.4%
-2,329.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -2.7% |
| 7D | -3.1% | +4.2% | -7.4% | -3.9% |
| 30D | -0.9% | +4.1% | -5.0% | -2.1% |
| 3M | +11.6% | -12.9% | +24.5% | +11.5% |
| 6M | +8.8% | +110.3% | -101.6% | -7.9% |
| YTD | +26.3% | +178.6% | -152.3% | +1.1% |
| 1Y | +23.1% | +220.0% | -196.9% | -4.2% |
| 3Y | +15.0% | +409.0% | -394.1% | -18.6% |
| 5Y | +0.4% | +277.3% | -277.0% | -27.9% |
| 10Y | +130.7% | +506.6% | -375.9% | +45.2% |
| All | +1,002.8% | +3,332.4% | -2,329.6% | +274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling