+145.4%
SBUX vs EL
+60.4%
+85.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | +1.0% | +2.7% | -1.6% | +0.1% |
| 30D | +16.6% | +10.8% | +5.8% | +12.1% |
| 3M | -0.6% | +26.5% | -27.0% | -9.9% |
| 6M | +1.8% | +31.1% | -29.3% | -9.8% |
| YTD | +29.7% | +6.6% | +23.1% | +21.4% |
| 1Y | +26.1% | +21.8% | +4.2% | +11.3% |
| 3Y | +10.3% | +1.8% | +8.5% | -3.0% |
| 5Y | +7.6% | -65.6% | +73.2% | +57.0% |
| All | +145.4% | +60.4% | +85.0% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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