+10,468.6%
SBUX vs EL
+1,685.7%
+8,782.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.5% |
| 30D | -0.9% | +19.8% | -20.7% | -8.0% |
| 3M | +11.6% | +25.7% | -14.1% | +1.5% |
| 6M | +8.8% | +5.4% | +3.3% | +4.0% |
| YTD | +26.3% | +0.2% | +26.1% | +21.4% |
| 1Y | +23.1% | +20.4% | +2.7% | +9.3% |
| 3Y | +15.0% | -32.1% | +47.1% | +18.5% |
| 5Y | +0.4% | -67.2% | +67.5% | +35.2% |
| 10Y | +130.7% | +31.7% | +98.9% | +81.0% |
| All | +10,468.6% | +1,685.7% | +8,782.9% | +3,640.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling