+128.3%
SBUX vs SPGI
+287.8%
-159.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.6% | -0.6% |
| 7D | -6.3% | -3.1% | -3.2% | -4.8% |
| 30D | -3.9% | +2.0% | -5.9% | -5.1% |
| 3M | +3.3% | +4.3% | -1.0% | 0.0% |
| 6M | +1.4% | -0.2% | +1.7% | +0.1% |
| YTD | +21.0% | -14.8% | +35.8% | +28.5% |
| 1Y | +22.4% | -18.5% | +41.0% | +32.7% |
| 3Y | +13.2% | +16.0% | -2.7% | -1.6% |
| 5Y | -5.2% | +2.2% | -7.4% | -13.2% |
| 10Y | +128.3% | +296.4% | -168.1% | +11.0% |
| All | +128.3% | +287.8% | -159.4% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling