+6,230.1%
SBUX vs STLD
+8,684.3%
-2,454.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -3.1% | +3.1% | -6.3% | -3.9% |
| 30D | -0.9% | -9.0% | +8.1% | +1.1% |
| 3M | +11.6% | -12.4% | +24.0% | +14.4% |
| 6M | +8.8% | +25.5% | -16.7% | +2.2% |
| YTD | +26.3% | +43.6% | -17.3% | +14.8% |
| 1Y | +23.1% | +87.2% | -64.1% | +4.9% |
| 3Y | +15.0% | +135.2% | -120.3% | -8.7% |
| 5Y | +0.4% | +290.9% | -290.5% | -31.6% |
| 10Y | +130.7% | +1,113.5% | -982.8% | +13.4% |
| All | +6,230.1% | +8,684.3% | -2,454.1% | +1,468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling