-6.4%
SBUX vs XYZ
-68.7%
+62.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -6.2% | -5.2% | -1.1% | -5.2% |
| 30D | -6.4% | 0.0% | -6.4% | -6.6% |
| 3M | +1.0% | +18.7% | -17.6% | -3.0% |
| 6M | -0.4% | +20.5% | -20.9% | -5.1% |
| YTD | +20.0% | +21.5% | -1.5% | +13.2% |
| 1Y | +22.8% | +7.2% | +15.6% | +18.4% |
| 3Y | +12.3% | +49.0% | -36.7% | -4.8% |
| 5Y | -6.4% | -68.1% | +61.7% | -5.6% |
| All | -6.4% | -68.7% | +62.3% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling