+130.1%
SBUX vs QLD
+1,628.0%
-1,497.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -3.1% | +0.6% | -3.7% | -3.4% |
| 30D | -0.9% | -0.1% | -0.7% | -0.9% |
| 3M | +11.6% | -8.4% | +20.0% | +13.3% |
| 6M | +8.8% | +32.2% | -23.4% | -3.8% |
| YTD | +26.3% | +28.9% | -2.6% | +12.4% |
| 1Y | +23.1% | +43.8% | -20.7% | +4.6% |
| 3Y | +15.0% | +176.6% | -161.6% | -26.7% |
| 5Y | +0.4% | +121.6% | -121.2% | -35.2% |
| All | +130.1% | +1,628.0% | -1,497.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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