+27.3%
SBUX vs ESI
+22.6%
+4.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -2.1% |
| 7D | +1.0% | +8.3% | -7.3% | +0.1% |
| 30D | +16.6% | -10.4% | +27.0% | +17.8% |
| 3M | -0.6% | -13.2% | +12.6% | +0.9% |
| 6M | +1.8% | -23.9% | +25.7% | +4.5% |
| YTD | +29.7% | +34.2% | -4.5% | +14.6% |
| All | +27.3% | +22.6% | +4.7% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling