+44,521.2%
SBUX vs SAN
+1,939.2%
+42,581.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +4.9% | +10.8% | -5.8% | +1.7% |
| 30D | +21.2% | -5.7% | +26.9% | +23.1% |
| 3M | +5.7% | -13.4% | +19.1% | +10.1% |
| 6M | +6.0% | +3.5% | +2.5% | +3.9% |
| YTD | +32.9% | +9.7% | +23.2% | +26.9% |
| 1Y | +33.3% | +20.9% | +12.4% | +23.3% |
| 3Y | +13.0% | +254.3% | -241.3% | -26.7% |
| 5Y | +8.8% | +304.2% | -295.4% | -34.2% |
| 10Y | +154.6% | +260.2% | -105.6% | +47.7% |
| All | +44,521.2% | +1,939.2% | +42,581.9% | +12,736.9% |
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 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