+128.3%
SBUX vs URA
+369.2%
-240.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -6.3% | +5.7% | -12.0% | -7.4% |
| 30D | -3.9% | +5.6% | -9.4% | -5.2% |
| 3M | +3.3% | +6.2% | -2.9% | +1.2% |
| 6M | +1.4% | -8.2% | +9.7% | +1.8% |
| YTD | +21.0% | +9.7% | +11.3% | +15.2% |
| 1Y | +22.4% | +17.0% | +5.4% | +13.1% |
| 3Y | +13.2% | +118.5% | -105.3% | -15.0% |
| 5Y | -5.2% | +134.3% | -139.5% | -33.5% |
| 10Y | +128.3% | +377.5% | -249.1% | +13.1% |
| All | +128.3% | +369.2% | -240.9% | +13.1% |
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