+123.9%
SBUX vs EXEL
+375.2%
-251.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -5.5% | -4.9% | -0.6% | -4.8% |
| 30D | -8.5% | +11.4% | -19.9% | -9.8% |
| 3M | -2.9% | +4.9% | -7.8% | -3.7% |
| 6M | -1.5% | +34.4% | -35.9% | -5.8% |
| YTD | +19.4% | +28.0% | -8.7% | +14.8% |
| 1Y | +22.9% | +43.6% | -20.7% | +16.2% |
| 3Y | +11.3% | +155.2% | -143.9% | -4.7% |
| 5Y | -6.9% | +181.2% | -188.0% | -22.2% |
| All | +123.9% | +375.2% | -251.3% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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