+154.6%
SBUX vs STRL
+3,927.3%
-3,772.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +4.9% | -19.8% | +24.8% | +7.0% |
| 30D | +21.2% | -43.6% | +64.7% | +28.5% |
| 3M | +5.7% | -45.2% | +50.9% | +12.2% |
| 6M | +6.0% | -65.7% | +71.7% | +17.5% |
| YTD | +32.9% | -5.4% | +38.4% | +23.3% |
| 1Y | +33.3% | -24.7% | +58.0% | +27.4% |
| 3Y | +13.0% | +335.0% | -322.0% | -23.4% |
| 5Y | +8.8% | +915.3% | -906.5% | -38.8% |
| 10Y | +154.6% | +3,877.5% | -3,722.9% | +9.6% |
| All | +154.6% | +3,927.3% | -3,772.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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