+137.3%
SBUX vs USFD
+339.9%
-202.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.7% | +3.0% | -1.3% | +0.6% |
| 30D | +12.6% | +11.1% | +1.6% | +8.8% |
| 3M | +0.8% | -0.3% | +1.1% | +0.8% |
| 6M | +0.2% | +15.9% | -15.7% | -5.0% |
| YTD | +27.4% | +41.6% | -14.2% | +12.2% |
| 1Y | +31.5% | +49.4% | -17.9% | +13.5% |
| 3Y | +9.3% | +157.8% | -148.6% | -21.8% |
| 5Y | +1.5% | +176.6% | -175.1% | -30.5% |
| 10Y | +147.9% | +375.4% | -227.5% | +34.9% |
| All | +137.3% | +339.9% | -202.5% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling