+279.6%
SBUX vs USFR
+27.5%
+252.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -0.9% | +0.3% | -1.2% | -1.1% |
| 3M | +11.6% | +1.0% | +10.6% | +10.9% |
| 6M | +8.8% | +1.9% | +6.8% | +7.5% |
| YTD | +26.3% | +2.6% | +23.7% | +24.2% |
| 1Y | +23.1% | +4.0% | +19.1% | +20.0% |
| 3Y | +15.0% | +14.1% | +0.9% | +5.5% |
| 5Y | +0.4% | +20.4% | -20.1% | -11.0% |
| 10Y | +130.7% | +28.0% | +102.7% | +97.4% |
| All | +279.6% | +27.5% | +252.1% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling