+4,128.4%
SBUX vs XLY
+1,114.2%
+3,014.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | -5.5% | -1.7% | -3.8% | -4.1% |
| 30D | -8.5% | -4.2% | -4.3% | -5.2% |
| 3M | -2.9% | -2.7% | -0.2% | -1.3% |
| 6M | -1.5% | -0.6% | -0.9% | -2.0% |
| YTD | +19.4% | -5.0% | +24.4% | +23.4% |
| 1Y | +22.9% | -4.1% | +27.0% | +25.5% |
| 3Y | +11.3% | +33.6% | -22.3% | -16.3% |
| 5Y | -6.9% | +28.7% | -35.6% | -29.8% |
| 10Y | +125.4% | +219.6% | -94.2% | -24.8% |
| All | +4,128.4% | +1,114.2% | +3,014.3% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling