+135.7%
SBUX vs REPL
-9.7%
+145.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.9% |
| 7D | -6.3% | -9.6% | +3.3% | -6.0% |
| 30D | -3.9% | +5.7% | -9.6% | -4.0% |
| 3M | +3.3% | +56.4% | -53.1% | +0.7% |
| 6M | +1.4% | +67.4% | -66.0% | -4.2% |
| YTD | +21.0% | +48.7% | -27.7% | +14.5% |
| 1Y | +22.4% | +148.3% | -125.9% | +10.8% |
| 3Y | +13.2% | -26.7% | +39.9% | -0.6% |
| 5Y | -5.2% | -54.1% | +49.0% | -15.7% |
| All | +135.7% | -9.7% | +145.4% | +72.6% |
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