+1,359.5%
SBUX vs VIVK
-100.0%
+1,459.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.4% | -1.9% |
| 7D | -6.3% | -7.9% | +1.6% | -6.3% |
| 30D | -3.9% | -42.0% | +38.1% | -3.9% |
| 3M | +3.3% | -92.5% | +95.8% | +3.2% |
| 6M | +1.4% | -98.0% | +99.4% | +1.3% |
| YTD | +21.0% | -97.9% | +118.9% | +20.8% |
| 1Y | +22.4% | -100.0% | +122.4% | +22.0% |
| 3Y | +13.2% | -100.0% | +113.2% | +12.9% |
| 5Y | -5.2% | -100.0% | +94.8% | -5.5% |
| 10Y | +128.3% | -100.0% | +228.3% | +129.9% |
| All | +1,359.5% | -100.0% | +1,459.5% | +1,396.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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