+123.9%
SBUX vs XLRE
+89.0%
+34.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.1% |
| 7D | -5.5% | -1.2% | -4.3% | -4.7% |
| 30D | -8.5% | -2.4% | -6.1% | -6.9% |
| 3M | -2.9% | -2.5% | -0.4% | -1.2% |
| 6M | -1.5% | +4.0% | -5.5% | -4.6% |
| YTD | +19.4% | +9.3% | +10.1% | +11.4% |
| 1Y | +22.9% | +5.6% | +17.4% | +17.7% |
| 3Y | +11.3% | +31.3% | -20.0% | -10.5% |
| 5Y | -6.9% | +9.5% | -16.4% | -14.5% |
| All | +123.9% | +89.0% | +34.9% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling