+123.9%
SBUX vs SRE
+122.3%
+1.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -5.5% | -0.8% | -4.7% | -5.2% |
| 30D | -8.5% | -3.0% | -5.5% | -7.6% |
| 3M | -2.9% | -8.3% | +5.4% | +0.2% |
| 6M | -1.5% | -8.9% | +7.4% | +1.7% |
| YTD | +19.4% | -4.3% | +23.7% | +20.3% |
| 1Y | +22.9% | +2.7% | +20.2% | +20.1% |
| 3Y | +11.3% | +28.7% | -17.4% | -4.8% |
| 5Y | -6.9% | +47.1% | -54.0% | -25.5% |
| All | +123.9% | +122.3% | +1.6% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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