+4,184.1%
SBUX vs XLU
+630.6%
+3,553.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.8% | -1.2% |
| 7D | -6.3% | +0.6% | -6.9% | -6.6% |
| 30D | -3.9% | -0.4% | -3.4% | -3.7% |
| 3M | +3.3% | -1.7% | +5.0% | +4.2% |
| 6M | +1.4% | -7.1% | +8.6% | +5.6% |
| YTD | +21.0% | +1.9% | +19.0% | +18.6% |
| 1Y | +22.4% | +6.1% | +16.3% | +16.9% |
| 3Y | +13.2% | +48.8% | -35.5% | -13.3% |
| 5Y | -5.2% | +43.8% | -49.0% | -26.4% |
| 10Y | +128.3% | +143.2% | -14.8% | +25.4% |
| All | +4,184.1% | +630.6% | +3,553.5% | +1,035.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling