-2.7%
SBUX vs SAP
+56.2%
-58.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.8% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | -2.8% | +2.6% | -5.4% | -3.8% |
| 3M | +8.2% | +16.3% | -8.1% | +2.2% |
| 6M | +4.3% | +6.4% | -2.1% | +1.1% |
| YTD | +23.3% | -11.4% | +34.8% | +27.2% |
| 1Y | +24.3% | -20.4% | +44.7% | +33.9% |
| 3Y | +15.5% | +56.5% | -41.1% | -12.1% |
| 5Y | -2.7% | +56.8% | -59.5% | -32.6% |
| All | -2.7% | +56.2% | -58.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling