-2.7%
SBUX vs SO
+61.3%
-64.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -3.9% | +1.0% | -4.9% | -4.2% |
| 30D | -2.8% | -3.2% | +0.4% | -2.0% |
| 3M | +8.2% | -1.7% | +9.9% | +8.7% |
| 6M | +4.3% | -7.2% | +11.4% | +6.3% |
| YTD | +23.3% | +4.6% | +18.8% | +21.2% |
| 1Y | +24.3% | +1.2% | +23.1% | +23.1% |
| 3Y | +15.5% | +45.3% | -29.8% | -2.0% |
| 5Y | -2.7% | +58.7% | -61.4% | -21.2% |
| All | -2.7% | +61.3% | -64.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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