+13.0%
SBUX vs VST
+286.0%
-273.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | +4.9% | -6.0% | +11.0% | +5.3% |
| 30D | +21.2% | -18.8% | +39.9% | +22.9% |
| 3M | +5.7% | -8.0% | +13.7% | +5.8% |
| 6M | +6.0% | -10.9% | +16.9% | +5.9% |
| YTD | +32.9% | -18.3% | +51.3% | +33.3% |
| 1Y | +33.3% | -29.9% | +63.2% | +35.9% |
| 3Y | +13.0% | +290.3% | -277.3% | +3.9% |
| All | +13.0% | +286.0% | -273.0% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling