-2.7%
SBUX vs Z
-67.0%
+64.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.1% | -1.3% |
| 7D | -3.9% | -3.3% | -0.6% | -3.4% |
| 30D | -2.8% | -3.7% | +0.9% | -2.5% |
| 3M | +8.2% | -7.0% | +15.2% | +8.8% |
| 6M | +4.3% | -29.5% | +33.8% | +9.3% |
| YTD | +23.3% | -52.6% | +75.9% | +37.4% |
| 1Y | +24.3% | -64.0% | +88.3% | +44.8% |
| 3Y | +15.5% | -36.4% | +51.9% | +18.6% |
| 5Y | -2.7% | -65.8% | +63.0% | -11.3% |
| All | -2.7% | -67.0% | +64.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling