+42,297.2%
SBUX vs SAN
+2,294.3%
+40,002.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -3.1% | +1.8% | -4.9% | -3.7% |
| 30D | -0.9% | +2.0% | -2.9% | -1.5% |
| 3M | +11.6% | +19.7% | -8.1% | +5.1% |
| 6M | +8.8% | +30.6% | -21.8% | -0.7% |
| YTD | +26.3% | +28.8% | -2.5% | +15.1% |
| 1Y | +23.1% | +57.8% | -34.6% | +5.1% |
| 3Y | +15.0% | +338.1% | -323.2% | -30.0% |
| 5Y | +0.4% | +384.2% | -383.9% | -42.6% |
| 10Y | +130.7% | +353.1% | -222.5% | +24.8% |
| All | +42,297.2% | +2,294.3% | +40,002.9% | +11,550.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling