+18,268.6%
SBUX vs STM
+2,285.7%
+15,982.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.8% |
| 7D | -3.1% | +5.8% | -8.9% | -4.6% |
| 30D | -0.9% | -1.0% | +0.1% | -0.8% |
| 3M | +11.6% | -33.3% | +44.9% | +21.3% |
| 6M | +8.8% | +57.4% | -48.6% | -7.9% |
| YTD | +26.3% | +102.2% | -75.9% | -0.8% |
| 1Y | +23.1% | +99.6% | -76.5% | -3.6% |
| 3Y | +15.0% | +14.5% | +0.4% | +0.3% |
| 5Y | +0.4% | +21.4% | -21.0% | -15.9% |
| 10Y | +130.7% | +695.0% | -564.3% | +7.5% |
| All | +18,268.6% | +2,285.7% | +15,982.8% | +5,809.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling