-5.6%
SBUX vs XLB
+34.4%
-40.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -1.1% |
| 7D | -6.3% | -2.9% | -3.3% | -4.0% |
| 30D | -3.9% | -3.4% | -0.5% | -1.3% |
| 3M | +3.3% | +1.6% | +1.7% | +1.6% |
| 6M | +1.4% | +3.6% | -2.2% | -2.3% |
| YTD | +21.0% | +14.2% | +6.7% | +7.1% |
| 1Y | +22.4% | +15.6% | +6.8% | +7.1% |
| 3Y | +13.2% | +33.1% | -19.9% | -12.7% |
| All | -5.6% | +34.4% | -40.1% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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