+123.9%
SBUX vs XLY
+220.9%
-97.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | -5.5% | -1.7% | -3.8% | -4.2% |
| 30D | -8.5% | -4.2% | -4.3% | -5.4% |
| 3M | -2.9% | -2.7% | -0.2% | -1.4% |
| 6M | -1.5% | -0.6% | -0.9% | -1.9% |
| YTD | +19.4% | -5.0% | +24.4% | +23.1% |
| 1Y | +22.9% | -4.1% | +27.0% | +25.4% |
| 3Y | +11.3% | +33.6% | -22.3% | -15.1% |
| 5Y | -6.9% | +28.7% | -35.6% | -28.5% |
| All | +123.9% | +220.9% | -97.0% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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