-6.7%
SBUX vs UMC
+143.5%
-150.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.0% |
| 7D | -5.5% | +9.0% | -14.5% | -7.2% |
| 30D | -8.5% | +17.2% | -25.7% | -11.6% |
| 3M | -2.9% | +11.4% | -14.3% | -7.6% |
| 6M | -1.5% | +137.5% | -139.0% | -24.6% |
| YTD | +19.4% | +193.1% | -173.7% | -15.8% |
| 1Y | +22.9% | +240.3% | -217.4% | -17.8% |
| 3Y | +11.3% | +262.2% | -250.9% | -29.2% |
| All | -6.7% | +143.5% | -150.3% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling