+152.8%
SBUX vs URA
+277.9%
-125.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.4% |
| 7D | +0.2% | +2.9% | -2.7% | -0.5% |
| 30D | +19.1% | -10.8% | +29.9% | +21.8% |
| 3M | +3.6% | -25.5% | +29.1% | +9.8% |
| 6M | +5.1% | -41.2% | +46.4% | +16.6% |
| YTD | +32.9% | -21.3% | +54.1% | +35.5% |
| 1Y | +30.4% | -25.7% | +56.1% | +34.4% |
| 3Y | +13.0% | +43.1% | -30.1% | -6.6% |
| 5Y | +10.5% | +35.6% | -25.0% | -10.7% |
| 10Y | +152.8% | +281.3% | -128.5% | +32.0% |
| All | +152.8% | +277.9% | -125.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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