+10.5%
SBUX vs SM
-0.4%
+10.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.6% | -0.7% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +19.1% | -17.3% | +36.4% | +21.3% |
| 3M | +3.6% | -3.6% | +7.2% | +3.1% |
| 6M | +5.1% | +2.9% | +2.2% | +3.0% |
| YTD | +32.9% | +70.2% | -37.3% | +19.2% |
| 1Y | +30.4% | +66.5% | -36.1% | +17.2% |
| 3Y | +13.0% | -8.2% | +21.2% | +7.0% |
| 5Y | +10.5% | -1.5% | +12.0% | +1.0% |
| All | +10.5% | -0.4% | +10.9% | +1.0% |
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