+11,041.5%
SBUX vs SAP
+2,439.3%
+8,602.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.0% | -3.9% | +4.9% | +2.1% |
| 30D | +16.6% | +6.5% | +10.1% | +14.5% |
| 3M | -0.6% | +14.7% | -15.2% | -4.5% |
| 6M | +1.8% | +39.9% | -38.1% | -8.5% |
| YTD | +29.7% | -2.0% | +31.7% | +27.5% |
| 1Y | +26.1% | -6.0% | +32.1% | +25.4% |
| 3Y | +10.3% | +67.7% | -57.4% | -8.0% |
| 5Y | +7.6% | +78.8% | -71.2% | -12.5% |
| 10Y | +146.7% | +229.3% | -82.5% | +67.3% |
| All | +11,041.5% | +2,439.3% | +8,602.1% | +4,601.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling