-2.7%
SBUX vs XRT
-1.7%
-1.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.1% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -2.8% | -5.6% | +2.8% | +0.4% |
| 3M | +8.2% | +2.5% | +5.7% | +6.4% |
| 6M | +4.3% | +3.7% | +0.6% | +1.7% |
| YTD | +23.3% | +1.0% | +22.4% | +22.1% |
| 1Y | +24.3% | -1.2% | +25.5% | +24.4% |
| 3Y | +15.5% | +43.4% | -27.9% | -7.0% |
| 5Y | -2.7% | -0.7% | -2.0% | -9.1% |
| All | -2.7% | -1.7% | -1.0% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling