+128.3%
SBUX vs SAP
+175.9%
-47.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | -6.3% | -0.3% | -6.0% | -6.2% |
| 30D | -3.9% | +0.3% | -4.1% | -4.2% |
| 3M | +3.3% | +16.9% | -13.6% | -3.8% |
| 6M | +1.4% | +6.3% | -4.9% | -2.8% |
| YTD | +21.0% | -12.4% | +33.4% | +24.3% |
| 1Y | +22.4% | -21.6% | +44.0% | +31.7% |
| 3Y | +13.2% | +54.8% | -41.6% | -12.7% |
| 5Y | -5.2% | +56.2% | -61.4% | -29.5% |
| 10Y | +128.3% | +179.0% | -50.7% | +25.8% |
| All | +128.3% | +175.9% | -47.6% | +25.8% |
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