+144.2%
SBUX vs ELF
+391.6%
-247.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.8% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | +14.8% | +9.1% | +5.7% | +13.3% |
| 3M | -0.8% | +28.2% | -29.0% | -4.7% |
| 6M | +2.2% | +119.5% | -117.3% | -10.0% |
| YTD | +29.5% | +55.2% | -25.7% | +19.0% |
| 1Y | +27.0% | +58.6% | -31.6% | +16.2% |
| 3Y | +10.9% | +21.3% | -10.3% | -3.8% |
| 5Y | +7.4% | +276.2% | -268.8% | -27.8% |
| 10Y | +146.3% | +337.0% | -190.7% | +42.0% |
| All | +144.2% | +391.6% | -247.4% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling