+19,142.4%
SBUX vs STM
+1,937.6%
+17,204.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -2.9% | +2.0% |
| 7D | +4.8% | -5.6% | +10.4% | +6.0% |
| 30D | +20.6% | -14.4% | +35.0% | +24.7% |
| 3M | +4.3% | -20.5% | +24.7% | +9.4% |
| 6M | +5.5% | -24.5% | +30.0% | +8.6% |
| YTD | +32.3% | +72.7% | -40.4% | +7.2% |
| 1Y | +31.2% | +91.0% | -59.9% | +3.3% |
| 3Y | +14.8% | +13.5% | +1.3% | -0.7% |
| 5Y | +8.0% | -9.2% | +17.2% | -3.0% |
| 10Y | +148.7% | +422.5% | -273.8% | +28.7% |
| All | +19,142.4% | +1,937.6% | +17,204.8% | +6,285.0% |
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