+152.8%
SBUX vs VST
+1,169.0%
-1,016.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | +0.2% | +10.9% | -10.8% | -1.8% |
| 30D | +19.1% | -15.6% | +34.7% | +21.9% |
| 3M | +3.6% | -7.8% | +11.4% | +3.9% |
| 6M | +5.1% | -12.0% | +17.1% | +5.5% |
| YTD | +32.9% | -16.9% | +49.8% | +33.3% |
| 1Y | +30.4% | -25.1% | +55.5% | +33.3% |
| 3Y | +13.0% | +297.1% | -284.1% | -32.3% |
| 5Y | +10.5% | +641.9% | -631.4% | -46.2% |
| 10Y | +152.8% | +1,142.3% | -989.5% | +11.4% |
| All | +152.8% | +1,169.0% | -1,016.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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