+1,060.0%
SBUX vs SIMO
+2,368.1%
-1,308.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.7% | -1.4% |
| 7D | +0.2% | +0.9% | -0.8% | -0.2% |
| 30D | +19.1% | -25.4% | +44.5% | +23.3% |
| 3M | +3.6% | -17.8% | +21.4% | +4.5% |
| 6M | +5.1% | -29.6% | +34.7% | +6.1% |
| YTD | +32.9% | +100.3% | -67.4% | +10.0% |
| 1Y | +30.4% | +100.4% | -70.0% | +7.8% |
| 3Y | +13.0% | +246.1% | -233.1% | -16.5% |
| 5Y | +10.5% | +189.8% | -179.3% | -18.6% |
| 10Y | +152.8% | +434.6% | -281.8% | +59.8% |
| All | +1,060.0% | +2,368.1% | -1,308.0% | +307.8% |
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