+138.2%
SBUX vs Z
+4.8%
+133.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.3% |
| 7D | +4.9% | -6.5% | +11.4% | +5.9% |
| 30D | +21.2% | -0.1% | +21.3% | +20.9% |
| 3M | +5.7% | -14.1% | +19.8% | +7.5% |
| 6M | +6.0% | -30.1% | +36.1% | +10.8% |
| YTD | +32.9% | -57.5% | +90.5% | +48.8% |
| 1Y | +33.3% | -60.3% | +93.6% | +50.6% |
| 3Y | +13.0% | -21.0% | +34.1% | +11.8% |
| 5Y | +8.8% | -54.9% | +63.7% | +12.4% |
| 10Y | +154.6% | -16.0% | +170.6% | +116.7% |
| All | +138.2% | +4.8% | +133.4% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling