+4,458.2%
SBUX vs XLB
+823.1%
+3,635.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | +1.0% | +0.5% | +0.4% | +0.7% |
| 30D | +14.1% | +5.2% | +9.0% | +10.5% |
| 3M | -1.4% | +0.3% | -1.7% | -1.5% |
| 6M | +1.6% | +1.2% | +0.5% | +0.4% |
| YTD | +28.7% | +16.6% | +12.0% | +15.3% |
| 1Y | +26.3% | +21.4% | +4.8% | +10.1% |
| 3Y | +10.3% | +43.2% | -32.9% | -13.9% |
| 5Y | +6.8% | +28.0% | -21.2% | -10.2% |
| 10Y | +144.8% | +164.8% | -19.9% | +26.7% |
| All | +4,458.2% | +823.1% | +3,635.0% | +933.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling