+138.3%
SBUX vs ELF
+357.0%
-218.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | -3.1% | +5.4% | -8.5% | -3.9% |
| 30D | -0.9% | +27.0% | -27.9% | -4.6% |
| 3M | +11.6% | +113.2% | -101.6% | -1.1% |
| 6M | +8.8% | +36.6% | -27.8% | +2.6% |
| YTD | +26.3% | +44.2% | -17.9% | +17.6% |
| 1Y | +23.1% | -18.0% | +41.1% | +22.7% |
| 3Y | +15.0% | -19.9% | +34.9% | +6.8% |
| 5Y | +0.4% | +257.7% | -257.3% | -32.1% |
| All | +138.3% | +357.0% | -218.7% | +38.7% |
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