+818.6%
SBUX vs SPYM
+824.3%
-5.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.8% |
| 7D | -3.9% | +0.6% | -4.5% | -4.5% |
| 30D | -2.8% | -0.9% | -1.9% | -2.0% |
| 3M | +8.2% | +3.9% | +4.3% | +3.8% |
| 6M | +4.3% | +14.5% | -10.3% | -9.4% |
| YTD | +23.3% | +13.0% | +10.3% | +8.7% |
| 1Y | +24.3% | +19.4% | +4.9% | +3.4% |
| 3Y | +15.5% | +78.9% | -63.4% | -35.9% |
| 5Y | -2.7% | +82.3% | -85.0% | -46.9% |
| 10Y | +128.8% | +314.7% | -185.9% | -44.5% |
| All | +818.6% | +824.3% | -5.7% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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