+129.5%
SBUX vs XLC
+137.1%
-7.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.6% |
| 7D | +0.2% | +3.5% | -3.3% | -2.3% |
| 30D | +19.1% | -2.6% | +21.6% | +21.2% |
| 3M | +3.6% | -2.1% | +5.7% | +4.8% |
| 6M | +5.1% | -5.5% | +10.6% | +8.6% |
| YTD | +32.9% | -6.9% | +39.8% | +38.6% |
| 1Y | +30.4% | -3.7% | +34.1% | +32.6% |
| 3Y | +13.0% | +64.2% | -51.2% | -24.0% |
| 5Y | +10.5% | +43.0% | -32.5% | -17.9% |
| All | +129.5% | +137.1% | -7.5% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling