+18.5%
SBUX vs SPGI
+23.3%
-4.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -3.1% | +0.1% | -3.3% | -3.2% |
| 30D | -0.9% | +8.4% | -9.3% | -3.5% |
| 3M | +11.6% | +11.8% | -0.2% | +7.0% |
| 6M | +8.8% | +5.7% | +3.1% | +6.2% |
| YTD | +26.3% | -9.7% | +36.0% | +30.6% |
| 1Y | +23.1% | -12.5% | +35.6% | +29.0% |
| All | +18.5% | +23.3% | -4.8% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling