-2.7%
SBUX vs SM
+111.2%
-113.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.8% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -2.8% | +31.5% | -34.3% | -6.2% |
| 3M | +8.2% | +17.3% | -9.1% | +5.5% |
| 6M | +4.3% | +48.5% | -44.3% | -2.3% |
| YTD | +23.3% | +106.3% | -82.9% | +9.9% |
| 1Y | +24.3% | +47.3% | -23.0% | +15.7% |
| 3Y | +15.5% | -1.4% | +16.9% | +9.4% |
| 5Y | -2.7% | +114.0% | -116.8% | -10.3% |
| All | -2.7% | +111.2% | -113.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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