-2.7%
SBUX vs STZ
-36.5%
+33.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.3% | -0.7% |
| 7D | -3.9% | -7.4% | +3.5% | -1.7% |
| 30D | -2.8% | -10.9% | +8.1% | +0.4% |
| 3M | +8.2% | -13.4% | +21.6% | +12.6% |
| 6M | +4.3% | -16.2% | +20.4% | +9.0% |
| YTD | +23.3% | -10.4% | +33.8% | +25.6% |
| 1Y | +24.3% | -14.8% | +39.1% | +28.3% |
| 3Y | +15.5% | -50.1% | +65.6% | +41.7% |
| 5Y | -2.7% | -38.8% | +36.1% | +5.8% |
| All | -2.7% | -36.5% | +33.8% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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