+37.4%
SBUX vs SITM
+4,789.7%
-4,752.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.2% |
| 7D | -5.5% | +3.9% | -9.3% | -5.9% |
| 30D | -8.5% | -6.6% | -1.9% | -7.9% |
| 3M | -2.9% | -11.9% | +9.0% | -2.9% |
| 6M | -1.5% | +81.1% | -82.7% | -11.7% |
| YTD | +19.4% | +80.0% | -60.6% | +6.2% |
| 1Y | +22.9% | +145.8% | -122.9% | +3.4% |
| 3Y | +11.3% | +475.9% | -464.6% | -22.6% |
| 5Y | -6.9% | +189.2% | -196.1% | -33.9% |
| All | +37.4% | +4,789.7% | -4,752.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling