+152.3%
SBUX vs REPL
+36.8%
+115.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +1.6% | +1.2% | +0.3% | +1.5% |
| 30D | +14.8% | +92.2% | -77.4% | +12.6% |
| 3M | -0.8% | +44.1% | -44.9% | -2.0% |
| 6M | +2.2% | +313.0% | -310.8% | -4.2% |
| YTD | +29.5% | +125.2% | -95.8% | +20.9% |
| 1Y | +27.0% | +143.8% | -116.7% | +18.2% |
| 3Y | +10.9% | +104.2% | -93.3% | -9.5% |
| 5Y | +7.4% | -34.5% | +42.0% | -5.1% |
| All | +152.3% | +36.8% | +115.5% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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