-2.7%
SBUX vs TAP
0.0%
-2.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.3% |
| 7D | -3.9% | -2.3% | -1.6% | -3.3% |
| 30D | -2.8% | -9.4% | +6.6% | -0.4% |
| 3M | +8.2% | -0.8% | +9.0% | +8.2% |
| 6M | +4.3% | -14.7% | +19.0% | +8.1% |
| YTD | +23.3% | -13.9% | +37.3% | +27.2% |
| 1Y | +24.3% | -18.6% | +42.9% | +29.8% |
| 3Y | +15.5% | -32.0% | +47.5% | +24.7% |
| 5Y | -2.7% | -1.0% | -1.7% | -7.3% |
| All | -2.7% | 0.0% | -2.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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