-2.7%
SBUX vs SPGI
+5.8%
-8.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.0% |
| 7D | -3.9% | -2.5% | -1.4% | -2.9% |
| 30D | -2.8% | +5.4% | -8.2% | -5.2% |
| 3M | +8.2% | +9.0% | -0.8% | +3.3% |
| 6M | +4.3% | +0.8% | +3.5% | +2.9% |
| YTD | +23.3% | -12.6% | +35.9% | +29.2% |
| 1Y | +24.3% | -16.1% | +40.4% | +32.7% |
| 3Y | +15.5% | +19.0% | -3.5% | -0.9% |
| 5Y | -2.7% | +5.1% | -7.8% | -16.3% |
| All | -2.7% | +5.8% | -8.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling