-5.2%
SBUX vs UL
+19.6%
-24.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.4% |
| 7D | -6.3% | -3.2% | -3.0% | -5.2% |
| 30D | -3.9% | -0.6% | -3.3% | -3.7% |
| 3M | +3.3% | +9.4% | -6.2% | -0.4% |
| 6M | +1.4% | -4.1% | +5.6% | +2.6% |
| YTD | +21.0% | -2.0% | +22.9% | +20.9% |
| 1Y | +22.4% | -9.0% | +31.4% | +25.8% |
| 3Y | +13.2% | +21.8% | -8.6% | +1.0% |
| 5Y | -5.2% | +20.6% | -25.8% | -18.3% |
| All | -5.2% | +19.6% | -24.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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