+6.6%
SBUX vs USAR
+58.5%
-51.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.8% |
| 7D | -6.2% | -9.3% | +3.1% | -6.2% |
| 30D | -6.4% | -15.2% | +8.7% | -6.4% |
| 3M | +1.0% | -21.1% | +22.1% | +1.0% |
| 6M | -0.4% | -21.6% | +21.2% | -0.6% |
| YTD | +20.0% | +34.8% | -14.8% | +19.8% |
| 1Y | +22.8% | +15.6% | +7.1% | +22.5% |
| 3Y | +12.3% | +57.7% | -45.4% | +19.3% |
| All | +6.6% | +58.5% | -51.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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