+142.9%
SBUX vs VST
+1,175.7%
-1,032.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.9% |
| 7D | -3.1% | +8.9% | -12.0% | -4.7% |
| 30D | -0.9% | +6.2% | -7.1% | -2.1% |
| 3M | +11.6% | -2.7% | +14.3% | +11.4% |
| 6M | +8.8% | -8.4% | +17.1% | +9.1% |
| YTD | +26.3% | -7.2% | +33.5% | +25.5% |
| 1Y | +23.1% | -20.9% | +44.0% | +25.4% |
| 3Y | +15.0% | +384.0% | -369.0% | -33.1% |
| 5Y | +0.4% | +757.1% | -756.7% | -51.7% |
| All | +142.9% | +1,175.7% | -1,032.8% | +5.1% |
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