-100.0%
SOXS vs SBUX
+1,057.0%
-1,157.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -8.5% |
| 7D | -15.6% | -3.9% | -11.7% | -21.0% |
| 30D | +4.8% | -2.8% | +7.6% | 0.0% |
| 3M | -21.6% | +8.2% | -29.8% | -12.0% |
| 6M | -99.3% | +4.3% | -103.6% | -99.6% |
| YTD | -99.5% | +23.3% | -122.9% | -99.6% |
| 1Y | -99.8% | +24.3% | -124.1% | -99.8% |
| 3Y | -100.0% | +15.5% | -115.4% | -100.0% |
| 5Y | -100.0% | -2.7% | -97.3% | -100.0% |
| 10Y | -100.0% | +128.8% | -228.8% | -100.0% |
| All | -100.0% | +1,057.0% | -1,157.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling