+10.9%
SBUX vs XLC
+65.1%
-54.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.8% |
| 7D | +1.6% | +3.7% | -2.1% | -0.6% |
| 30D | +14.8% | -1.9% | +16.7% | +16.0% |
| 3M | -0.8% | -3.1% | +2.3% | +0.8% |
| 6M | +2.2% | -6.4% | +8.6% | +6.1% |
| YTD | +29.5% | -6.8% | +36.3% | +34.4% |
| 1Y | +27.0% | -1.7% | +28.7% | +26.8% |
| 3Y | +10.9% | +64.7% | -53.8% | -16.0% |
| All | +10.9% | +65.1% | -54.1% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling