+128.8%
SBUX vs STLD
+1,072.4%
-943.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.2% |
| 7D | -3.9% | +2.7% | -6.6% | -4.6% |
| 30D | -2.8% | -8.4% | +5.6% | -0.7% |
| 3M | +8.2% | -9.9% | +18.1% | +10.5% |
| 6M | +4.3% | +33.0% | -28.8% | -4.6% |
| YTD | +23.3% | +42.6% | -19.2% | +10.4% |
| 1Y | +24.3% | +80.8% | -56.5% | +4.0% |
| 3Y | +15.5% | +143.4% | -128.0% | -12.9% |
| 5Y | -2.7% | +293.4% | -296.1% | -38.8% |
| 10Y | +128.8% | +1,080.4% | -951.6% | -6.1% |
| All | +128.8% | +1,072.4% | -943.5% | -6.1% |
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