+1,117.4%
XLI vs SBUX
+4,245.8%
-3,128.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBUX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.8% |
| 7D | -1.1% | -3.1% | +2.1% | -0.1% |
| 30D | -5.9% | -0.9% | -5.1% | -5.7% |
| 3M | -0.3% | +11.6% | -11.9% | -3.8% |
| 6M | +0.1% | +8.8% | -8.7% | -3.1% |
| YTD | +13.6% | +26.3% | -12.7% | +4.8% |
| 1Y | +17.2% | +23.1% | -5.9% | +8.6% |
| 3Y | +68.2% | +15.0% | +53.3% | +54.0% |
| 5Y | +80.7% | +0.4% | +80.4% | +69.9% |
| 10Y | +253.3% | +130.7% | +122.6% | +153.7% |
| All | +1,117.4% | +4,245.8% | -3,128.4% | +284.3% |
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