+132.4%
SBUX vs Z
+4.2%
+128.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.0% |
| 7D | +1.0% | -4.9% | +6.0% | +1.8% |
| 30D | +16.6% | +3.0% | +13.6% | +15.8% |
| 3M | -0.6% | -13.4% | +12.8% | +1.0% |
| 6M | +1.8% | -27.3% | +29.1% | +5.8% |
| YTD | +29.7% | -57.8% | +87.5% | +45.3% |
| 1Y | +26.1% | -60.0% | +86.1% | +42.3% |
| 3Y | +10.3% | -21.5% | +31.8% | +9.1% |
| 5Y | +7.6% | -55.0% | +62.6% | +11.2% |
| 10Y | +146.7% | -18.8% | +165.5% | +110.9% |
| All | +132.4% | +4.2% | +128.2% | +88.5% |
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