-6.7%
SBUX vs XLU
+42.8%
-49.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -5.5% | -1.6% | -3.9% | -4.7% |
| 30D | -8.5% | -3.3% | -5.2% | -6.9% |
| 3M | -2.9% | -3.2% | +0.2% | -1.4% |
| 6M | -1.5% | -7.0% | +5.4% | +1.9% |
| YTD | +19.4% | +0.6% | +18.8% | +17.9% |
| 1Y | +22.9% | +2.4% | +20.5% | +20.0% |
| 3Y | +11.3% | +46.3% | -35.0% | -11.9% |
| All | -6.7% | +42.8% | -49.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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