+12.8%
SBUX vs SPG
+104.3%
-91.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.5% | -0.3% |
| 7D | -6.3% | -2.7% | -3.6% | -5.0% |
| 30D | -3.9% | -7.3% | +3.4% | -0.4% |
| 3M | +3.3% | -3.5% | +6.8% | +4.7% |
| 6M | +1.4% | +8.5% | -7.0% | -3.1% |
| YTD | +21.0% | +13.0% | +8.0% | +12.9% |
| 1Y | +22.4% | +18.0% | +4.4% | +11.7% |
| All | +12.8% | +104.3% | -91.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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