+39.2%
SBUX vs SITM
+4,437.5%
-4,398.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -6.3% | +3.7% | -10.0% | -6.7% |
| 30D | -3.9% | -14.5% | +10.7% | -2.2% |
| 3M | +3.3% | -10.6% | +13.9% | +3.1% |
| 6M | +1.4% | +65.5% | -64.1% | -8.0% |
| YTD | +21.0% | +67.0% | -46.1% | +8.6% |
| 1Y | +22.4% | +138.6% | -116.2% | +3.2% |
| 3Y | +13.2% | +421.8% | -408.6% | -20.3% |
| 5Y | -5.2% | +172.4% | -177.6% | -32.2% |
| All | +39.2% | +4,437.5% | -4,398.3% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling