-5.2%
SBUX vs ENB
+68.4%
-73.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.7% |
| 7D | -6.3% | -0.3% | -5.9% | -6.1% |
| 30D | -3.9% | -1.1% | -2.8% | -3.5% |
| 3M | +3.3% | -8.5% | +11.8% | +6.9% |
| 6M | +1.4% | -4.5% | +6.0% | +2.9% |
| YTD | +21.0% | +9.1% | +11.9% | +15.0% |
| 1Y | +22.4% | +8.0% | +14.5% | +16.9% |
| 3Y | +13.2% | +77.8% | -64.6% | -18.1% |
| 5Y | -5.2% | +69.4% | -74.6% | -29.0% |
| All | -5.2% | +68.4% | -73.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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