-6.7%
SBUX vs SRE
+45.6%
-52.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.7% |
| 3M | -2.9% | -8.3% | +5.4% | -0.4% |
| 6M | -1.5% | -8.9% | +7.4% | +1.1% |
| YTD | +19.4% | -4.3% | +23.7% | +20.1% |
| 1Y | +22.9% | +2.7% | +20.2% | +20.4% |
| 3Y | +11.3% | +28.7% | -17.4% | -5.1% |
| All | -6.7% | +45.6% | -52.3% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling