+26,534.2%
SBUX vs SM
+1,360.8%
+25,173.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.6% | -0.6% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +19.1% | -17.3% | +36.4% | +21.0% |
| 3M | +3.6% | -3.6% | +7.2% | +3.4% |
| 6M | +5.1% | +2.9% | +2.2% | +3.7% |
| YTD | +32.9% | +70.2% | -37.3% | +23.4% |
| 1Y | +30.4% | +66.5% | -36.1% | +21.3% |
| 3Y | +13.0% | -8.2% | +21.2% | +9.9% |
| 5Y | +10.5% | -1.5% | +12.0% | +3.8% |
| 10Y | +152.8% | +11.9% | +140.9% | +82.2% |
| All | +26,534.2% | +1,360.8% | +25,173.5% | +14,953.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling