+15.5%
SBUX vs ESI
+82.9%
-67.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.5% |
| 7D | -3.9% | +5.4% | -9.3% | -5.3% |
| 30D | -2.8% | -4.2% | +1.4% | -1.8% |
| 3M | +8.2% | -9.6% | +17.8% | +9.5% |
| 6M | +4.3% | +18.3% | -14.1% | -4.2% |
| YTD | +23.3% | +45.8% | -22.5% | +4.5% |
| 1Y | +24.3% | +39.2% | -14.9% | +6.3% |
| 3Y | +15.5% | +86.3% | -70.8% | -14.7% |
| All | +15.5% | +82.9% | -67.5% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling