+3.0%
SBUX vs STRL
+779.4%
-776.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | +1.7% | -26.9% | +28.6% | +4.0% |
| 30D | +12.6% | -52.7% | +65.3% | +19.9% |
| 3M | +0.8% | -52.8% | +53.7% | +7.1% |
| 6M | +0.2% | -71.5% | +71.7% | +10.7% |
| YTD | +27.4% | -17.4% | +44.9% | +18.9% |
| 1Y | +31.5% | -35.0% | +66.4% | +26.6% |
| 3Y | +9.3% | +239.2% | -230.0% | -26.7% |
| All | +3.0% | +779.4% | -776.3% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling