+576.3%
SBUX vs XYL
+449.8%
+126.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -0.4% |
| 7D | -3.1% | -5.0% | +1.9% | -1.0% |
| 30D | -0.9% | -13.2% | +12.3% | +5.2% |
| 3M | +11.6% | -3.7% | +15.3% | +12.8% |
| 6M | +8.8% | -17.7% | +26.5% | +17.3% |
| YTD | +26.3% | -21.5% | +47.8% | +38.6% |
| 1Y | +23.1% | -24.5% | +47.6% | +37.3% |
| 3Y | +15.0% | +6.9% | +8.0% | +8.4% |
| 5Y | +0.4% | -18.1% | +18.4% | +3.3% |
| 10Y | +130.7% | +134.7% | -4.0% | +54.5% |
| All | +576.3% | +449.8% | +126.6% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling