+152.8%
SBUX vs SAP
+231.4%
-78.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +0.2% | -2.5% | +2.6% | +1.1% |
| 30D | +19.1% | +7.5% | +11.6% | +15.8% |
| 3M | +3.6% | +11.6% | -8.0% | -1.0% |
| 6M | +5.1% | +37.6% | -32.5% | -8.8% |
| YTD | +32.9% | -2.0% | +34.8% | +30.7% |
| 1Y | +30.4% | -6.4% | +36.8% | +31.0% |
| 3Y | +13.0% | +67.7% | -54.7% | -15.3% |
| 5Y | +10.5% | +75.7% | -65.2% | -21.5% |
| 10Y | +152.8% | +229.3% | -76.6% | +33.5% |
| All | +152.8% | +231.4% | -78.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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