-5.2%
SBUX vs XLC
+37.1%
-42.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.5% |
| 7D | -6.3% | -1.4% | -4.8% | -5.4% |
| 30D | -3.9% | -0.9% | -3.0% | -3.4% |
| 3M | +3.3% | -0.3% | +3.6% | +3.1% |
| 6M | +1.4% | -5.2% | +6.6% | +4.6% |
| YTD | +21.0% | -5.3% | +26.3% | +24.6% |
| 1Y | +22.4% | -2.8% | +25.2% | +23.8% |
| 3Y | +13.2% | +71.2% | -58.0% | -21.3% |
| 5Y | -5.2% | +37.6% | -42.8% | -27.7% |
| All | -5.2% | +37.1% | -42.3% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling