+125.0%
SBUX vs EXC
+159.4%
-34.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -6.2% | -1.6% | -4.6% | -5.6% |
| 30D | -6.4% | -2.4% | -4.1% | -5.6% |
| 3M | +1.0% | -4.0% | +5.0% | +2.6% |
| 6M | -0.4% | -9.8% | +9.4% | +3.6% |
| YTD | +20.0% | +2.3% | +17.7% | +17.7% |
| 1Y | +22.8% | +3.8% | +18.9% | +19.4% |
| 3Y | +12.3% | +19.7% | -7.4% | +0.2% |
| 5Y | -6.4% | +45.6% | -52.0% | -25.4% |
| All | +125.0% | +159.4% | -34.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling