+23.1%
SBUX vs XYL
-23.4%
+46.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -0.8% |
| 7D | -3.1% | -5.0% | +1.9% | -2.1% |
| 30D | -0.9% | -13.2% | +12.3% | +2.1% |
| 3M | +11.6% | -3.7% | +15.3% | +11.9% |
| 6M | +8.8% | -17.7% | +26.5% | +13.6% |
| YTD | +26.3% | -21.5% | +47.8% | +32.6% |
| 1Y | +23.1% | -24.5% | +47.6% | +31.8% |
| All | +23.1% | -23.4% | +46.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling