-2.7%
SBUX vs ESTC
-47.2%
+44.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.8% |
| 7D | -3.9% | -4.3% | +0.4% | -3.4% |
| 30D | -2.8% | +17.7% | -20.5% | -5.6% |
| 3M | +8.2% | +42.3% | -34.1% | +1.9% |
| 6M | +4.3% | +64.6% | -60.3% | -4.7% |
| YTD | +23.3% | +17.2% | +6.1% | +18.3% |
| 1Y | +24.3% | -4.2% | +28.5% | +22.6% |
| 3Y | +15.5% | +13.5% | +1.9% | +4.8% |
| 5Y | -2.7% | -45.5% | +42.8% | -16.6% |
| All | -2.7% | -47.2% | +44.5% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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