-2.7%
SBUX vs REPL
-53.9%
+51.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.3% |
| 7D | -3.9% | -5.7% | +1.8% | -3.8% |
| 30D | -2.8% | +22.5% | -25.3% | -3.0% |
| 3M | +8.2% | +64.7% | -56.5% | +7.2% |
| 6M | +4.3% | +83.0% | -78.8% | +2.0% |
| YTD | +23.3% | +52.0% | -28.6% | +20.9% |
| 1Y | +24.3% | +144.5% | -120.2% | +19.5% |
| 3Y | +15.5% | -25.1% | +40.5% | +11.6% |
| 5Y | -2.7% | -52.9% | +50.2% | -8.5% |
| All | -2.7% | -53.9% | +51.2% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling