+4,373.8%
SBUX vs XLP
+523.7%
+3,850.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.5% |
| 7D | -3.1% | -1.0% | -2.1% | -2.2% |
| 30D | -0.9% | -0.9% | 0.0% | -0.1% |
| 3M | +11.6% | +3.8% | +7.8% | +7.3% |
| 6M | +8.8% | -1.7% | +10.5% | +10.1% |
| YTD | +26.3% | +10.3% | +16.1% | +13.9% |
| 1Y | +23.1% | +7.8% | +15.3% | +13.4% |
| 3Y | +15.0% | +27.2% | -12.2% | -10.5% |
| 5Y | +0.4% | +32.5% | -32.2% | -24.8% |
| 10Y | +130.7% | +101.8% | +28.9% | +14.1% |
| All | +4,373.8% | +523.7% | +3,850.2% | +673.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling