+123.9%
SBUX vs XYL
+150.5%
-26.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -5.5% | +1.2% | -6.7% | -6.1% |
| 30D | -8.5% | -11.9% | +3.5% | -3.0% |
| 3M | -2.9% | -1.5% | -1.4% | -2.8% |
| 6M | -1.5% | -11.9% | +10.4% | +3.5% |
| YTD | +19.4% | -20.6% | +40.0% | +31.3% |
| 1Y | +22.9% | -23.5% | +46.5% | +37.6% |
| 3Y | +11.3% | +14.9% | -3.6% | +0.3% |
| 5Y | -6.9% | -15.3% | +8.4% | -5.9% |
| All | +123.9% | +150.5% | -26.6% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling