+422.3%
XLF vs SBUX
+4,245.8%
-3,823.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | 0.0% | -3.1% | +3.1% | +1.3% |
| 30D | +0.2% | -0.9% | +1.0% | +0.4% |
| 3M | +11.7% | +11.6% | +0.1% | +6.7% |
| 6M | +13.8% | +8.8% | +5.0% | +9.2% |
| YTD | +7.0% | +26.3% | -19.3% | -3.5% |
| 1Y | +9.1% | +23.1% | -14.0% | -1.1% |
| 3Y | +75.6% | +15.0% | +60.7% | +55.9% |
| 5Y | +66.4% | +0.4% | +66.1% | +53.0% |
| 10Y | +250.3% | +130.7% | +119.6% | +125.9% |
| All | +422.3% | +4,245.8% | -3,823.6% | +7.4% |
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