+10.9%
SBUX vs SMR
+125.1%
-114.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | +1.6% | -8.3% | +9.8% | +1.9% |
| 30D | +14.8% | -20.1% | +34.9% | +15.6% |
| 3M | -0.8% | -52.7% | +51.9% | +1.4% |
| 6M | +2.2% | -61.0% | +63.3% | +4.8% |
| YTD | +29.5% | -67.1% | +96.6% | +32.8% |
| 1Y | +27.0% | -79.9% | +106.9% | +32.4% |
| 3Y | +10.9% | +101.7% | -90.8% | +14.0% |
| All | +10.9% | +125.1% | -114.2% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 3y: compounded portfolio wealth divided by compounded SMR 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…
3y analysis · Full analysis span regression · 6 months rolling