+10.5%
SBUX vs XLB
+31.4%
-20.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +0.2% | -1.6% | +1.8% | +1.5% |
| 30D | +19.1% | +7.2% | +11.8% | +12.8% |
| 3M | +3.6% | 0.0% | +3.6% | +3.6% |
| 6M | +5.1% | +2.3% | +2.8% | +2.7% |
| YTD | +32.9% | +18.4% | +14.5% | +14.2% |
| 1Y | +30.4% | +23.3% | +7.1% | +8.2% |
| 3Y | +13.0% | +45.2% | -32.2% | -19.1% |
| 5Y | +10.5% | +31.0% | -20.4% | -14.4% |
| All | +10.5% | +31.4% | -20.9% | -14.4% |
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