+670.7%
SBUX vs XME
+246.2%
+424.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -3.9% | +3.6% | -7.5% | -5.1% |
| 30D | -2.8% | +3.6% | -6.5% | -4.2% |
| 3M | +8.2% | +1.2% | +7.0% | +6.9% |
| 6M | +4.3% | +9.0% | -4.8% | -0.6% |
| YTD | +23.3% | +15.9% | +7.4% | +14.5% |
| 1Y | +24.3% | +43.2% | -18.9% | +6.1% |
| 3Y | +15.5% | +137.4% | -121.9% | -18.9% |
| 5Y | -2.7% | +185.0% | -187.8% | -37.7% |
| 10Y | +128.8% | +409.5% | -280.6% | +9.9% |
| All | +670.7% | +246.2% | +424.6% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling