+145.0%
SBUX vs VUG
+398.3%
-253.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.5% |
| 7D | +1.6% | +2.5% | -0.9% | -0.3% |
| 30D | +14.8% | -6.3% | +21.1% | +20.3% |
| 3M | -0.8% | -6.0% | +5.2% | +3.5% |
| 6M | +2.2% | -3.5% | +5.8% | +3.6% |
| YTD | +29.5% | +3.9% | +25.5% | +23.5% |
| 1Y | +27.0% | +5.1% | +21.9% | +20.0% |
| 3Y | +10.9% | +77.9% | -66.9% | -33.1% |
| 5Y | +7.4% | +62.4% | -55.0% | -31.0% |
| All | +145.0% | +398.3% | -253.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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