+13.0%
SBUX vs SAP
+69.5%
-56.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.8% |
| 7D | +4.9% | +1.5% | +3.5% | +4.6% |
| 30D | +21.2% | +8.8% | +12.3% | +19.1% |
| 3M | +5.7% | +12.1% | -6.4% | +3.2% |
| 6M | +6.0% | +34.6% | -28.6% | -1.2% |
| YTD | +32.9% | -2.1% | +35.0% | +34.4% |
| 1Y | +33.3% | -5.5% | +38.8% | +36.4% |
| 3Y | +13.0% | +67.4% | -54.4% | +3.4% |
| All | +13.0% | +69.5% | -56.5% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling