+130.1%
SBUX vs EXPD
+314.6%
-184.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.7% |
| 7D | -3.1% | -1.1% | -2.0% | -2.7% |
| 30D | -0.9% | +4.1% | -5.0% | -2.6% |
| 3M | +11.6% | +17.9% | -6.3% | +3.6% |
| 6M | +8.8% | +29.2% | -20.4% | -3.6% |
| YTD | +26.3% | +27.4% | -1.0% | +11.7% |
| 1Y | +23.1% | +56.8% | -33.7% | -1.9% |
| 3Y | +15.0% | +68.0% | -53.1% | -13.2% |
| 5Y | +0.4% | +61.9% | -61.5% | -25.0% |
| All | +130.1% | +314.6% | -184.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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