+4,373.8%
SBUX vs XLB
+822.6%
+3,551.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.0% |
| 7D | -3.1% | -1.4% | -1.7% | -2.2% |
| 30D | -0.9% | -0.4% | -0.5% | -0.7% |
| 3M | +11.6% | +2.0% | +9.6% | +9.8% |
| 6M | +8.8% | +1.8% | +7.0% | +6.7% |
| YTD | +26.3% | +16.6% | +9.7% | +13.1% |
| 1Y | +23.1% | +16.9% | +6.2% | +10.0% |
| 3Y | +15.0% | +32.6% | -17.6% | -5.6% |
| 5Y | +0.4% | +35.6% | -35.3% | -18.8% |
| 10Y | +130.7% | +160.0% | -29.3% | +20.5% |
| All | +4,373.8% | +822.6% | +3,551.2% | +913.8% |
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