+126.4%
SBUX vs Z
+25.1%
+101.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | -3.1% | -3.0% | -0.1% | -2.7% |
| 30D | -0.9% | -4.2% | +3.3% | -0.5% |
| 3M | +11.6% | -3.7% | +15.3% | +11.7% |
| 6M | +8.8% | -24.5% | +33.3% | +12.5% |
| YTD | +26.3% | -49.3% | +75.6% | +38.2% |
| 1Y | +23.1% | -58.7% | +81.8% | +38.6% |
| 3Y | +15.0% | -34.1% | +49.1% | +17.3% |
| 5Y | +0.4% | -64.5% | +64.9% | +5.8% |
| 10Y | +130.7% | -0.5% | +131.2% | +91.9% |
| All | +126.4% | +25.1% | +101.3% | +79.3% |
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 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