-100.0%
SOXS vs SBUX
-6.4%
-93.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.8% | +8.9% | +7.0% |
| 7D | -9.4% | -6.2% | -3.2% | -17.5% |
| 30D | +6.2% | -6.4% | +12.6% | -3.5% |
| 3M | -28.0% | +1.0% | -29.1% | -27.0% |
| 6M | -99.2% | -0.4% | -98.8% | -99.5% |
| YTD | -99.5% | +20.0% | -119.5% | -99.6% |
| 1Y | -99.7% | +22.8% | -122.5% | -99.8% |
| 3Y | -100.0% | +12.3% | -112.3% | -100.0% |
| 5Y | -100.0% | -6.4% | -93.6% | -100.0% |
| All | -100.0% | -6.4% | -93.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling