-5.2%
SBUX vs VSXY
+37.7%
-42.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.5% |
| 7D | -6.3% | -10.7% | +4.5% | -5.2% |
| 30D | -3.9% | -24.3% | +20.4% | -0.9% |
| 3M | +3.3% | +1.0% | +2.3% | +2.6% |
| 6M | +1.4% | +57.4% | -55.9% | -6.2% |
| YTD | +21.0% | +39.8% | -18.8% | +13.0% |
| 1Y | +22.4% | +196.5% | -174.1% | +2.3% |
| 3Y | +13.2% | +357.2% | -344.0% | -16.4% |
| 5Y | -5.2% | +18.9% | -24.1% | -20.7% |
| All | -5.2% | +37.7% | -42.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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