+7.6%
SBUX vs XLP
+42.4%
-34.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.2% |
| 30D | +16.6% | +8.2% | +8.4% | +8.8% |
| 3M | -0.6% | +7.7% | -8.3% | -7.0% |
| 6M | +1.8% | +9.3% | -7.5% | -6.2% |
| YTD | +29.7% | +19.5% | +10.2% | +9.2% |
| 1Y | +26.1% | +21.0% | +5.1% | +5.0% |
| 3Y | +10.3% | +43.2% | -33.0% | -23.4% |
| 5Y | +7.6% | +42.7% | -35.1% | -24.0% |
| All | +7.6% | +42.4% | -34.8% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling