+123.9%
SBUX vs XHB
+215.4%
-91.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.3% |
| 7D | -5.5% | -4.6% | -0.8% | -3.0% |
| 30D | -8.5% | -9.1% | +0.7% | -3.7% |
| 3M | -2.9% | -8.6% | +5.7% | +1.3% |
| 6M | -1.5% | -4.0% | +2.5% | -0.8% |
| YTD | +19.4% | -3.9% | +23.3% | +19.8% |
| 1Y | +22.9% | -16.5% | +39.4% | +33.3% |
| 3Y | +11.3% | +22.6% | -11.3% | -6.7% |
| 5Y | -6.9% | +33.9% | -40.8% | -27.5% |
| All | +123.9% | +215.4% | -91.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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