+123.9%
SBUX vs SPYG
+424.6%
-300.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -5.5% | -0.9% | -4.6% | -4.8% |
| 30D | -8.5% | -1.5% | -7.0% | -7.4% |
| 3M | -2.9% | +3.7% | -6.6% | -6.4% |
| 6M | -1.5% | +16.4% | -18.0% | -14.0% |
| YTD | +19.4% | +13.3% | +6.1% | +6.4% |
| 1Y | +22.9% | +17.9% | +5.1% | +5.5% |
| 3Y | +11.3% | +98.3% | -87.0% | -40.2% |
| 5Y | -6.9% | +86.4% | -93.3% | -47.8% |
| All | +123.9% | +424.6% | -300.7% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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