+32.7%
SBUX vs XLP
+22.1%
+10.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.2% |
| 7D | +4.8% | +0.1% | +4.8% | +4.8% |
| 30D | +20.6% | +8.9% | +11.7% | +14.3% |
| 3M | +4.3% | +7.5% | -3.2% | -0.4% |
| 6M | +5.5% | +9.4% | -3.9% | -0.5% |
| YTD | +32.3% | +19.3% | +13.1% | +11.5% |
| All | +32.7% | +22.1% | +10.6% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling