+11.8%
SBUX vs XHB
+21.1%
-9.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.1% |
| 7D | -6.2% | -5.2% | -1.0% | -4.2% |
| 30D | -6.4% | -12.1% | +5.7% | -1.6% |
| 3M | +1.0% | -6.2% | +7.3% | +3.2% |
| 6M | -0.4% | -6.7% | +6.3% | +1.3% |
| YTD | +20.0% | -5.5% | +25.4% | +20.9% |
| 1Y | +22.8% | -15.6% | +38.4% | +29.8% |
| All | +11.8% | +21.1% | -9.3% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling