+11.8%
SBUX vs SAN
+342.3%
-330.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.2% | -2.8% | -3.4% | -5.5% |
| 30D | -6.4% | -0.5% | -5.9% | -6.3% |
| 3M | +1.0% | +22.7% | -21.7% | -4.7% |
| 6M | -0.4% | +28.8% | -29.2% | -7.8% |
| YTD | +20.0% | +26.3% | -6.3% | +10.8% |
| 1Y | +22.8% | +48.8% | -26.1% | +7.4% |
| All | +11.8% | +342.3% | -330.5% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling