-5.2%
SBUX vs ESI
+74.4%
-79.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -6.3% | +3.9% | -10.2% | -7.5% |
| 30D | -3.9% | -3.8% | -0.1% | -2.8% |
| 3M | +3.3% | -13.1% | +16.4% | +6.4% |
| 6M | +1.4% | +11.3% | -9.9% | -5.7% |
| YTD | +21.0% | +44.1% | -23.1% | +0.6% |
| 1Y | +22.4% | +40.3% | -17.9% | +2.2% |
| 3Y | +13.2% | +84.1% | -70.8% | -18.8% |
| 5Y | -5.2% | +75.8% | -81.0% | -31.9% |
| All | -5.2% | +74.4% | -79.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling