+9.7%
SBUX vs BOXX
+18.5%
-8.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.6% |
| 7D | -5.5% | +0.1% | -5.5% | -5.6% |
| 30D | -8.5% | +0.3% | -8.8% | -9.2% |
| 3M | -2.9% | +1.0% | -3.9% | -5.3% |
| 6M | -1.5% | +1.9% | -3.5% | -5.9% |
| YTD | +19.4% | +2.7% | +16.7% | +11.8% |
| 1Y | +22.9% | +4.0% | +18.9% | +11.5% |
| 3Y | +11.3% | +14.7% | -3.4% | -14.1% |
| All | +9.7% | +18.5% | -8.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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