-6.4%
SBUX vs XYL
-15.8%
+9.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -6.2% | -1.2% | -5.0% | -5.7% |
| 30D | -6.4% | -13.2% | +6.7% | -0.3% |
| 3M | +1.0% | -0.2% | +1.2% | +0.4% |
| 6M | -0.4% | -12.5% | +12.1% | +5.1% |
| YTD | +20.0% | -20.9% | +40.8% | +32.3% |
| 1Y | +22.8% | -21.6% | +44.3% | +35.7% |
| 3Y | +12.3% | +16.1% | -3.8% | -1.2% |
| 5Y | -6.4% | -15.6% | +9.2% | -16.7% |
| All | -6.4% | -15.8% | +9.4% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling