+128.8%
SBUX vs USFD
+322.5%
-193.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.1% |
| 7D | -3.9% | -3.3% | -0.6% | -2.8% |
| 30D | -2.8% | -5.3% | +2.5% | -1.1% |
| 3M | +8.2% | +18.8% | -10.6% | +1.9% |
| 6M | +4.3% | +14.3% | -10.0% | -0.7% |
| YTD | +23.3% | +36.9% | -13.5% | +9.9% |
| 1Y | +24.3% | +31.7% | -7.4% | +11.8% |
| 3Y | +15.5% | +164.5% | -149.0% | -18.3% |
| 5Y | -2.7% | +212.6% | -215.3% | -35.9% |
| 10Y | +128.8% | +329.7% | -200.9% | +22.3% |
| All | +128.8% | +322.5% | -193.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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