+725.9%
SBUX vs XHB
+173.9%
+552.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.8% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | -0.9% | -6.9% | +6.0% | +2.9% |
| 3M | +11.6% | -1.3% | +12.9% | +11.6% |
| 6M | +8.8% | -6.8% | +15.6% | +11.4% |
| YTD | +26.3% | +0.7% | +25.6% | +23.6% |
| 1Y | +23.1% | -11.2% | +34.4% | +29.0% |
| 3Y | +15.0% | +25.3% | -10.4% | -3.4% |
| 5Y | +0.4% | +37.3% | -37.0% | -21.2% |
| 10Y | +130.7% | +211.5% | -80.8% | +10.1% |
| All | +725.9% | +173.9% | +552.0% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling