+125.0%
SBUX vs ESI
+310.7%
-185.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.6% |
| 7D | -6.2% | -2.3% | -3.9% | -5.6% |
| 30D | -6.4% | -9.0% | +2.6% | -3.7% |
| 3M | +1.0% | -13.3% | +14.3% | +4.2% |
| 6M | -0.4% | +5.3% | -5.7% | -4.8% |
| YTD | +20.0% | +37.6% | -17.7% | +3.7% |
| 1Y | +22.8% | +33.6% | -10.8% | +6.6% |
| 3Y | +12.3% | +75.8% | -63.5% | -13.6% |
| 5Y | -6.4% | +68.6% | -75.0% | -28.3% |
| All | +125.0% | +310.7% | -185.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling