+126.8%
SBUX vs SAN
+348.5%
-221.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | -6.3% | -0.5% | -5.8% | -6.1% |
| 30D | -3.9% | -0.1% | -3.8% | -3.8% |
| 3M | +3.3% | +19.6% | -16.4% | -2.6% |
| 6M | +1.4% | +32.7% | -31.2% | -7.8% |
| YTD | +21.0% | +26.7% | -5.7% | +10.9% |
| 1Y | +22.4% | +51.6% | -29.2% | +5.8% |
| 3Y | +13.2% | +348.7% | -335.5% | -31.7% |
| 5Y | -5.2% | +378.7% | -383.9% | -46.0% |
| All | +126.8% | +348.5% | -221.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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