+15.5%
SBUX vs ELF
-23.6%
+39.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -1.8% |
| 7D | -3.9% | -1.2% | -2.7% | -3.8% |
| 30D | -2.8% | +5.9% | -8.7% | -3.5% |
| 3M | +8.2% | +99.5% | -91.3% | +0.1% |
| 6M | +4.3% | +26.5% | -22.3% | +0.8% |
| YTD | +23.3% | +37.2% | -13.8% | +18.0% |
| 1Y | +24.3% | -24.4% | +48.7% | +25.0% |
| 3Y | +15.5% | -23.3% | +38.8% | +5.5% |
| All | +15.5% | -23.6% | +39.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling