+107.2%
SBUX vs XLC
+142.6%
-35.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.3% |
| 7D | -6.2% | -1.7% | -4.6% | -5.1% |
| 30D | -6.4% | +0.2% | -6.6% | -6.7% |
| 3M | +1.0% | +0.7% | +0.3% | 0.0% |
| 6M | -0.4% | -4.5% | +4.1% | +2.5% |
| YTD | +20.0% | -4.7% | +24.7% | +23.5% |
| 1Y | +22.8% | -1.5% | +24.3% | +23.1% |
| 3Y | +12.3% | +72.2% | -59.9% | -27.0% |
| 5Y | -6.4% | +39.3% | -45.7% | -28.5% |
| All | +107.2% | +142.6% | -35.3% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling