+43,351.9%
SBUX vs UL
+1,675.0%
+41,676.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.6% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +14.8% | +4.5% | +10.3% | +12.8% |
| 3M | -0.8% | +6.5% | -7.3% | -3.3% |
| 6M | +2.2% | +18.2% | -15.9% | -4.6% |
| YTD | +29.5% | +4.7% | +24.8% | +26.0% |
| 1Y | +27.0% | +0.8% | +26.3% | +25.3% |
| 3Y | +10.9% | +35.9% | -25.0% | -3.7% |
| 5Y | +7.4% | +33.4% | -26.0% | -7.2% |
| 10Y | +146.3% | +106.9% | +39.4% | +76.9% |
| All | +43,351.9% | +1,675.0% | +41,676.9% | +18,310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling