-0.4%
SBUX vs STM
+21.5%
-21.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.8% |
| 7D | -3.1% | +5.8% | -8.9% | -4.5% |
| 30D | -0.9% | -1.0% | +0.1% | -0.8% |
| 3M | +11.6% | -33.3% | +44.9% | +21.2% |
| 6M | +8.8% | +57.4% | -48.6% | -10.7% |
| YTD | +26.3% | +102.2% | -75.9% | -4.9% |
| 1Y | +23.1% | +99.6% | -76.5% | -7.8% |
| 3Y | +15.0% | +14.5% | +0.4% | -2.1% |
| All | -0.4% | +21.5% | -21.9% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling