+140.0%
SBUX vs EXPD
+304.0%
-164.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | +0.3% |
| 7D | +1.7% | -7.2% | +8.8% | +4.8% |
| 30D | +12.6% | -3.3% | +15.9% | +14.1% |
| 3M | +0.8% | +3.4% | -2.6% | -1.0% |
| 6M | +0.2% | +22.7% | -22.5% | -9.0% |
| YTD | +27.4% | +24.5% | +2.9% | +13.5% |
| 1Y | +31.5% | +38.6% | -7.2% | +11.3% |
| 3Y | +9.3% | +71.5% | -62.2% | -18.5% |
| 5Y | +1.5% | +56.2% | -54.7% | -22.7% |
| All | +140.0% | +304.0% | -164.0% | +18.9% |
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