+251.2%
SBUX vs ESI
+207.0%
+44.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | -1.0% |
| 7D | +0.2% | +1.8% | -1.7% | -0.3% |
| 30D | +19.1% | -6.6% | +25.7% | +20.4% |
| 3M | +3.6% | -9.4% | +13.0% | +5.2% |
| 6M | +5.1% | -24.1% | +29.3% | +10.1% |
| YTD | +32.9% | +37.1% | -4.3% | +19.8% |
| 1Y | +30.4% | +24.5% | +5.9% | +20.1% |
| 3Y | +13.0% | +83.2% | -70.2% | -6.2% |
| 5Y | +10.5% | +44.0% | -33.4% | -4.5% |
| 10Y | +152.8% | +332.8% | -180.1% | +73.6% |
| All | +251.2% | +207.0% | +44.2% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling