+145.4%
SBUX vs XRT
+135.4%
+10.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.4% |
| 7D | +1.0% | -0.4% | +1.5% | +1.3% |
| 30D | +16.6% | +7.5% | +9.1% | +12.3% |
| 3M | -0.6% | +2.3% | -2.9% | -1.8% |
| 6M | +1.8% | +12.8% | -11.0% | -4.6% |
| YTD | +29.7% | +7.1% | +22.6% | +24.8% |
| 1Y | +26.1% | +12.3% | +13.8% | +18.3% |
| 3Y | +10.3% | +57.0% | -46.7% | -13.3% |
| 5Y | +7.6% | -4.3% | +11.9% | +5.0% |
| All | +145.4% | +135.4% | +10.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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