-6.7%
SBUX vs VRSK
-11.8%
+5.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -5.5% | -5.2% | -0.3% | -4.3% |
| 30D | -8.5% | -2.3% | -6.1% | -8.1% |
| 3M | -2.9% | -2.9% | 0.0% | -2.8% |
| 6M | -1.5% | -12.8% | +11.3% | +1.0% |
| YTD | +19.4% | -20.8% | +40.2% | +25.4% |
| 1Y | +22.9% | -33.2% | +56.2% | +36.2% |
| 3Y | +11.3% | -26.6% | +37.9% | +16.9% |
| All | -6.7% | -11.8% | +5.0% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling