+2,655.7%
SBUX vs SPYG
+561.6%
+2,094.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -3.9% | +1.2% | -5.1% | -4.8% |
| 30D | -2.8% | -1.6% | -1.3% | -1.7% |
| 3M | +8.2% | +3.4% | +4.8% | +4.6% |
| 6M | +4.3% | +18.9% | -14.6% | -10.4% |
| YTD | +23.3% | +13.8% | +9.5% | +9.7% |
| 1Y | +24.3% | +20.6% | +3.7% | +4.9% |
| 3Y | +15.5% | +100.5% | -85.1% | -36.9% |
| 5Y | -2.7% | +84.6% | -87.3% | -43.6% |
| 10Y | +128.8% | +410.8% | -282.0% | -42.2% |
| All | +2,655.7% | +561.6% | +2,094.0% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling