-6.4%
SBUX vs SITM
+176.0%
-182.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | -6.2% | +4.8% | -11.1% | -6.8% |
| 30D | -6.4% | -9.7% | +3.3% | -5.5% |
| 3M | +1.0% | -9.3% | +10.4% | +0.7% |
| 6M | -0.4% | +69.5% | -69.9% | -10.2% |
| YTD | +20.0% | +70.5% | -50.6% | +7.1% |
| 1Y | +22.8% | +145.3% | -122.5% | +2.5% |
| 3Y | +12.3% | +432.8% | -420.5% | -23.3% |
| 5Y | -6.4% | +174.0% | -180.4% | -35.0% |
| All | -6.4% | +176.0% | -182.4% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling