-6.4%
SBUX vs XME
+167.8%
-174.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.3% |
| 7D | -6.2% | -3.0% | -3.2% | -5.4% |
| 30D | -6.4% | -2.6% | -3.8% | -5.9% |
| 3M | +1.0% | +2.2% | -1.1% | -0.2% |
| 6M | -0.4% | +0.7% | -1.1% | -2.2% |
| YTD | +20.0% | +10.9% | +9.0% | +13.2% |
| 1Y | +22.8% | +35.7% | -12.9% | +6.4% |
| 3Y | +12.3% | +127.1% | -114.8% | -21.4% |
| 5Y | -6.4% | +168.5% | -174.9% | -37.7% |
| All | -6.4% | +167.8% | -174.2% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling