+148.7%
SBUX vs STLD
+779.4%
-630.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.3% |
| 7D | +4.8% | -9.7% | +14.5% | +7.6% |
| 30D | +20.6% | -4.5% | +25.1% | +21.9% |
| 3M | +4.3% | -13.1% | +17.3% | +7.6% |
| 6M | +5.5% | -2.8% | +8.3% | +4.9% |
| YTD | +32.3% | +35.3% | -3.0% | +19.5% |
| 1Y | +31.2% | +51.4% | -20.2% | +14.8% |
| 3Y | +14.8% | +117.9% | -103.1% | -11.2% |
| 5Y | +8.0% | +272.6% | -264.6% | -31.5% |
| 10Y | +148.7% | +782.2% | -633.4% | +8.5% |
| All | +148.7% | +779.4% | -630.6% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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