+22.8%
SBUX vs VMC
-13.8%
+36.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -6.2% | -3.7% | -2.5% | -5.6% |
| 30D | -6.4% | -12.8% | +6.3% | -4.4% |
| 3M | +1.0% | -7.9% | +9.0% | +2.2% |
| 6M | -0.4% | -7.5% | +7.1% | +0.8% |
| YTD | +20.0% | -11.6% | +31.6% | +19.1% |
| 1Y | +22.8% | -14.3% | +37.0% | +21.6% |
| All | +22.8% | -13.8% | +36.5% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling