+128.3%
SBUX vs STM
+656.4%
-528.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -6.3% | +1.7% | -7.9% | -6.7% |
| 30D | -3.9% | -5.2% | +1.3% | -2.7% |
| 3M | +3.3% | -29.6% | +32.9% | +11.0% |
| 6M | +1.4% | +54.4% | -52.9% | -14.9% |
| YTD | +21.0% | +99.5% | -78.6% | -6.7% |
| 1Y | +22.4% | +100.8% | -78.3% | -6.5% |
| 3Y | +13.2% | +20.2% | -6.9% | -4.2% |
| 5Y | -5.2% | +21.1% | -26.3% | -22.8% |
| 10Y | +128.3% | +664.5% | -536.2% | +30.3% |
| All | +128.3% | +656.4% | -528.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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