+10.5%
SBUX vs QLD
+89.9%
-79.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -1.5% |
| 7D | +0.2% | -1.2% | +1.4% | +0.2% |
| 30D | +19.1% | -15.7% | +34.8% | +24.8% |
| 3M | +3.6% | -10.0% | +13.7% | +6.1% |
| 6M | +5.1% | -11.2% | +16.4% | +6.3% |
| YTD | +32.9% | +16.4% | +16.5% | +21.4% |
| 1Y | +30.4% | +12.7% | +17.7% | +20.2% |
| 3Y | +13.0% | +152.3% | -139.3% | -26.0% |
| 5Y | +10.5% | +91.8% | -81.2% | -26.9% |
| All | +10.5% | +89.9% | -79.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling