-2.7%
SBUX vs ECL
+29.5%
-32.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.1% |
| 7D | -3.9% | -0.8% | -3.1% | -3.5% |
| 30D | -2.8% | -2.5% | -0.4% | -1.7% |
| 3M | +8.2% | +8.3% | -0.1% | +3.5% |
| 6M | +4.3% | -1.1% | +5.3% | +4.2% |
| YTD | +23.3% | +6.5% | +16.8% | +18.4% |
| 1Y | +24.3% | +2.1% | +22.2% | +21.6% |
| 3Y | +15.5% | +57.6% | -42.2% | -11.8% |
| 5Y | -2.7% | +28.1% | -30.8% | -22.0% |
| All | -2.7% | +29.5% | -32.2% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling