+108.0%
SBUX vs XYZ
+615.2%
-507.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.9% | -1.7% |
| 7D | -3.9% | +2.9% | -6.8% | -4.5% |
| 30D | -2.8% | +1.4% | -4.2% | -3.2% |
| 3M | +8.2% | +14.6% | -6.4% | +4.9% |
| 6M | +4.3% | +20.8% | -16.5% | -0.3% |
| YTD | +23.3% | +23.1% | +0.3% | +16.7% |
| 1Y | +24.3% | +5.6% | +18.6% | +20.6% |
| 3Y | +15.5% | +50.9% | -35.5% | -0.2% |
| 5Y | -2.7% | -68.6% | +65.8% | +4.2% |
| 10Y | +128.8% | +580.0% | -451.1% | +55.2% |
| All | +108.0% | +615.2% | -507.2% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling