+154.6%
SBUX vs STM
+431.2%
-276.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +4.9% | -7.9% | +12.9% | +6.8% |
| 30D | +21.2% | -14.1% | +35.3% | +25.1% |
| 3M | +5.7% | -17.6% | +23.3% | +9.8% |
| 6M | +6.0% | -24.2% | +30.2% | +8.5% |
| YTD | +32.9% | +73.3% | -40.4% | +5.0% |
| 1Y | +33.3% | +90.1% | -56.8% | +2.3% |
| 3Y | +13.0% | +10.3% | +2.7% | -3.6% |
| 5Y | +8.8% | -5.7% | +14.6% | -6.1% |
| 10Y | +154.6% | +444.1% | -289.5% | +64.9% |
| All | +154.6% | +431.2% | -276.6% | +64.9% |
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