+44,496.8%
SBUX vs ECL
+11,935.7%
+32,561.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +0.2% | -2.3% | +2.4% | +1.5% |
| 30D | +19.1% | +8.3% | +10.8% | +14.1% |
| 3M | +3.6% | +8.4% | -4.8% | -1.0% |
| 6M | +5.1% | +23.3% | -18.1% | -6.7% |
| YTD | +32.9% | +18.2% | +14.6% | +20.1% |
| 1Y | +30.4% | +18.8% | +11.6% | +17.5% |
| 3Y | +13.0% | +78.5% | -65.5% | -20.0% |
| 5Y | +10.5% | +40.1% | -29.5% | -12.2% |
| 10Y | +152.8% | +196.5% | -43.7% | +30.1% |
| All | +44,496.8% | +11,935.7% | +32,561.1% | +5,872.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling