+12.8%
SBUX vs VALE
+47.4%
-34.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.8% |
| 7D | -6.3% | -1.8% | -4.4% | -5.9% |
| 30D | -3.9% | +6.7% | -10.5% | -5.4% |
| 3M | +3.3% | +4.9% | -1.6% | +1.9% |
| 6M | +1.4% | +3.6% | -2.2% | -0.4% |
| YTD | +21.0% | +21.9% | -0.9% | +12.9% |
| 1Y | +22.4% | +61.6% | -39.1% | +4.9% |
| All | +12.8% | +47.4% | -34.6% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 3y: compounded portfolio wealth divided by compounded VALE 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…
3y analysis · Full analysis span regression · 6 months rolling