+123.9%
SBUX vs UMC
+1,863.6%
-1,739.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -0.9% |
| 7D | -5.5% | +9.0% | -14.5% | -7.0% |
| 30D | -8.5% | +17.2% | -25.7% | -11.2% |
| 3M | -2.9% | +11.4% | -14.3% | -6.7% |
| 6M | -1.5% | +137.5% | -139.0% | -19.7% |
| YTD | +19.4% | +193.1% | -173.7% | -8.0% |
| 1Y | +22.9% | +240.3% | -217.4% | -8.5% |
| 3Y | +11.3% | +262.2% | -250.9% | -19.4% |
| 5Y | -6.9% | +143.1% | -150.0% | -29.5% |
| All | +123.9% | +1,863.6% | -1,739.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling