-100.0%
SOXS vs SBUX
+127.2%
-227.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -6.3% |
| 7D | -4.7% | -5.5% | +0.7% | -13.1% |
| 30D | +7.7% | -8.5% | +16.2% | -6.9% |
| 3M | -10.2% | -2.9% | -7.2% | -16.1% |
| 6M | -99.2% | -1.5% | -97.7% | -99.6% |
| YTD | -99.5% | +19.4% | -118.9% | -99.6% |
| 1Y | -99.8% | +22.9% | -122.7% | -99.8% |
| 3Y | -100.0% | +11.3% | -111.3% | -100.0% |
| 5Y | -100.0% | -6.9% | -93.1% | -100.0% |
| All | -100.0% | +127.2% | -227.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBUX.
Daily Out/Under-Performance
Portfolio return minus SBUX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBUX 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 SBUX 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