+128.3%
SBUX vs ECL
+149.7%
-21.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -0.7% |
| 7D | -6.3% | -2.7% | -3.5% | -4.7% |
| 30D | -3.9% | -4.3% | +0.4% | -1.5% |
| 3M | +3.3% | +3.2% | +0.1% | +1.0% |
| 6M | +1.4% | -2.9% | +4.3% | +2.4% |
| YTD | +21.0% | +4.3% | +16.7% | +16.8% |
| 1Y | +22.4% | +1.6% | +20.8% | +19.5% |
| 3Y | +13.2% | +54.3% | -41.0% | -15.4% |
| 5Y | -5.2% | +26.5% | -31.7% | -21.7% |
| 10Y | +128.3% | +155.6% | -27.2% | +21.1% |
| All | +128.3% | +149.7% | -21.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling