+123.9%
SBUX vs XYZ
+610.4%
-486.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -5.5% | -4.3% | -1.2% | -4.6% |
| 30D | -8.5% | +1.2% | -9.7% | -8.8% |
| 3M | -2.9% | +14.6% | -17.6% | -6.0% |
| 6M | -1.5% | +22.6% | -24.1% | -6.4% |
| YTD | +19.4% | +21.7% | -2.3% | +12.8% |
| 1Y | +22.9% | +6.7% | +16.2% | +18.8% |
| 3Y | +11.3% | +46.8% | -35.6% | -4.2% |
| 5Y | -6.9% | -68.0% | +61.2% | +0.5% |
| All | +123.9% | +610.4% | -486.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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