+233.9%
SBUX vs ESI
+224.6%
+9.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.0% |
| 7D | -3.1% | +3.3% | -6.5% | -3.9% |
| 30D | -0.9% | -5.9% | +5.0% | +0.4% |
| 3M | +11.6% | -14.1% | +25.7% | +14.4% |
| 6M | +8.8% | +6.6% | +2.2% | +5.3% |
| YTD | +26.3% | +45.0% | -18.7% | +13.2% |
| 1Y | +23.1% | +41.5% | -18.3% | +10.6% |
| 3Y | +15.0% | +78.8% | -63.8% | -3.5% |
| 5Y | +0.4% | +70.9% | -70.5% | -15.9% |
| 10Y | +130.7% | +317.1% | -186.4% | +58.3% |
| All | +233.9% | +224.6% | +9.2% | +136.1% |
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