+123.9%
SBUX vs USFR
+28.1%
+95.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -8.5% | +0.4% | -8.8% | -8.6% |
| 3M | -2.9% | +1.0% | -3.9% | -3.4% |
| 6M | -1.5% | +2.0% | -3.5% | -2.5% |
| YTD | +19.4% | +2.8% | +16.6% | +17.7% |
| 1Y | +22.9% | +4.1% | +18.9% | +20.3% |
| 3Y | +11.3% | +14.1% | -2.9% | +3.5% |
| 5Y | -6.9% | +20.6% | -27.4% | -15.7% |
| All | +123.9% | +28.1% | +95.8% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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