+123.9%
SBUX vs XRT
+128.2%
-4.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.2% |
| 7D | -5.5% | -3.2% | -2.3% | -3.9% |
| 30D | -8.5% | -4.5% | -4.0% | -6.3% |
| 3M | -2.9% | -3.1% | +0.2% | -1.5% |
| 6M | -1.5% | +4.2% | -5.8% | -4.0% |
| YTD | +19.4% | -0.1% | +19.5% | +19.0% |
| 1Y | +22.9% | -3.0% | +26.0% | +24.4% |
| 3Y | +11.3% | +41.8% | -30.5% | -7.8% |
| 5Y | -6.9% | -1.3% | -5.6% | -10.3% |
| All | +123.9% | +128.2% | -4.3% | +16.4% |
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