+689.3%
SBUX vs XRT
+514.3%
+175.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.9% |
| 7D | -3.1% | +0.8% | -3.9% | -3.7% |
| 30D | -0.9% | -4.2% | +3.3% | +1.9% |
| 3M | +11.6% | +5.1% | +6.5% | +7.6% |
| 6M | +8.8% | +2.4% | +6.4% | +6.4% |
| YTD | +26.3% | +3.2% | +23.1% | +23.0% |
| 1Y | +23.1% | +1.5% | +21.6% | +21.0% |
| 3Y | +15.0% | +40.6% | -25.6% | -10.7% |
| 5Y | +0.4% | -1.0% | +1.3% | -4.9% |
| 10Y | +130.7% | +128.4% | +2.3% | +2.4% |
| All | +689.3% | +514.3% | +175.0% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling