+10.5%
SBUX vs ELF
+283.9%
-273.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.2% | +4.3% | -4.1% | -0.4% |
| 30D | +19.1% | +7.7% | +11.3% | +17.8% |
| 3M | +3.6% | +24.7% | -21.1% | +0.2% |
| 6M | +5.1% | +114.6% | -109.5% | -6.6% |
| YTD | +32.9% | +55.8% | -22.9% | +22.7% |
| 1Y | +30.4% | +51.9% | -21.5% | +20.7% |
| 3Y | +13.0% | +24.6% | -11.6% | -6.6% |
| 5Y | +10.5% | +279.2% | -268.7% | -47.4% |
| All | +10.5% | +283.9% | -273.4% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling