+145.1%
SBUX vs VST
+968.1%
-823.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.6% | -11.3% | -2.5% |
| 7D | +1.7% | -9.8% | +11.5% | +3.1% |
| 30D | +12.6% | -25.1% | +37.8% | +17.7% |
| 3M | +0.8% | -11.6% | +12.4% | +1.8% |
| 6M | +0.2% | -20.9% | +21.1% | +2.5% |
| YTD | +27.4% | -22.3% | +49.8% | +29.4% |
| 1Y | +31.5% | -32.0% | +63.5% | +36.8% |
| 3Y | +9.3% | +262.4% | -253.1% | -32.8% |
| 5Y | +1.5% | +563.4% | -561.9% | -48.8% |
| 10Y | +147.9% | +1,120.7% | -972.8% | +10.6% |
| All | +145.1% | +968.1% | -823.0% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling