+3,110.0%
SBUX vs ELV
+2,409.5%
+700.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -2.8% | +2.0% | -4.8% | -3.5% |
| 3M | +8.2% | -3.5% | +11.7% | +8.8% |
| 6M | +4.3% | +40.2% | -35.9% | -7.5% |
| YTD | +23.3% | +15.8% | +7.5% | +15.5% |
| 1Y | +24.3% | +33.2% | -8.9% | +10.8% |
| 3Y | +15.5% | -6.2% | +21.7% | +12.1% |
| 5Y | -2.7% | +16.4% | -19.1% | -14.2% |
| 10Y | +128.8% | +259.8% | -130.9% | +29.6% |
| All | +3,110.0% | +2,409.5% | +700.5% | +856.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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