+708.9%
SBUX vs XME
+170.7%
+538.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | +14.8% | -6.1% | +20.9% | +17.1% |
| 3M | -0.8% | -18.6% | +17.8% | +5.9% |
| 6M | +2.2% | -23.9% | +26.1% | +10.4% |
| YTD | +29.5% | -9.3% | +38.8% | +30.3% |
| 1Y | +27.0% | +1.8% | +25.3% | +22.4% |
| 3Y | +10.9% | +93.0% | -82.1% | -16.7% |
| 5Y | +7.4% | +107.0% | -99.6% | -23.2% |
| 10Y | +146.3% | +266.9% | -120.6% | +32.6% |
| All | +708.9% | +170.7% | +538.2% | +247.8% |
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