+123.9%
SBUX vs VRSK
+126.1%
-2.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -5.5% | -5.2% | -0.3% | -3.4% |
| 30D | -8.5% | -2.3% | -6.1% | -7.9% |
| 3M | -2.9% | -2.9% | 0.0% | -2.7% |
| 6M | -1.5% | -12.8% | +11.3% | +2.7% |
| YTD | +19.4% | -20.8% | +40.2% | +29.0% |
| 1Y | +22.9% | -33.2% | +56.2% | +43.6% |
| 3Y | +11.3% | -26.6% | +37.9% | +19.6% |
| 5Y | -6.9% | -11.3% | +4.5% | -12.6% |
| All | +123.9% | +126.1% | -2.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling