+2,219.8%
SBUX vs VALE
+2,320.2%
-100.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.8% |
| 7D | -3.9% | +2.9% | -6.8% | -4.5% |
| 30D | -2.8% | +8.8% | -11.6% | -4.8% |
| 3M | +8.2% | +6.8% | +1.4% | +6.3% |
| 6M | +4.3% | +6.9% | -2.7% | +2.0% |
| YTD | +23.3% | +22.8% | +0.5% | +16.6% |
| 1Y | +24.3% | +61.3% | -37.0% | +10.3% |
| 3Y | +15.5% | +53.3% | -37.9% | +2.4% |
| 5Y | -2.7% | +44.9% | -47.6% | -15.6% |
| 10Y | +128.8% | +486.8% | -357.9% | +32.0% |
| All | +2,219.8% | +2,320.2% | -100.3% | +993.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling