+150.6%
SBUX vs ELF
+393.6%
-242.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.2% | +4.3% | -4.1% | -0.5% |
| 30D | +19.1% | +7.7% | +11.3% | +17.7% |
| 3M | +3.6% | +24.7% | -21.1% | 0.0% |
| 6M | +5.1% | +114.6% | -109.5% | -7.1% |
| YTD | +32.9% | +55.8% | -22.9% | +22.1% |
| 1Y | +30.4% | +51.9% | -21.5% | +20.1% |
| 3Y | +13.0% | +24.6% | -11.6% | -2.5% |
| 5Y | +10.5% | +279.2% | -268.7% | -25.8% |
| 10Y | +152.8% | +338.7% | -186.0% | +45.7% |
| All | +150.6% | +393.6% | -242.9% | +44.0% |
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