+128.3%
SBUX vs STRL
+7,055.3%
-6,927.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -6.3% | +8.2% | -14.5% | -7.2% |
| 30D | -3.9% | -6.3% | +2.5% | -3.2% |
| 3M | +3.3% | -41.2% | +44.5% | +9.0% |
| 6M | +1.4% | +20.4% | -18.9% | -6.0% |
| YTD | +21.0% | +61.7% | -40.7% | +6.6% |
| 1Y | +22.4% | +72.7% | -50.3% | +5.4% |
| 3Y | +13.2% | +530.9% | -517.7% | -25.0% |
| 5Y | -5.2% | +2,125.4% | -2,130.6% | -50.9% |
| 10Y | +128.3% | +7,301.3% | -7,173.0% | -4.7% |
| All | +128.3% | +7,055.3% | -6,927.0% | -4.7% |
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