+159.1%
SBUX vs REPL
+45.5%
+113.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.3% |
| 7D | +4.9% | +12.7% | -7.8% | +4.6% |
| 30D | +21.2% | +73.5% | -52.3% | +19.2% |
| 3M | +5.7% | +70.3% | -64.6% | +3.9% |
| 6M | +6.0% | +472.0% | -466.0% | -2.0% |
| YTD | +32.9% | +139.5% | -106.6% | +24.0% |
| 1Y | +33.3% | +167.3% | -134.0% | +23.7% |
| 3Y | +13.0% | +109.5% | -96.5% | -7.6% |
| 5Y | +8.8% | -29.9% | +38.8% | -4.1% |
| All | +159.1% | +45.5% | +113.6% | +86.9% |
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