+123.9%
SBUX vs XME
+421.4%
-297.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -5.5% | -4.2% | -1.3% | -4.1% |
| 30D | -8.5% | -2.7% | -5.8% | -7.8% |
| 3M | -2.9% | -3.9% | +1.0% | -2.2% |
| 6M | -1.5% | -1.0% | -0.6% | -2.9% |
| YTD | +19.4% | +9.8% | +9.6% | +12.8% |
| 1Y | +22.9% | +32.5% | -9.6% | +7.5% |
| 3Y | +11.3% | +124.3% | -113.0% | -21.3% |
| 5Y | -6.9% | +165.8% | -172.7% | -39.7% |
| All | +123.9% | +421.4% | -297.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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