+11,320.9%
SBUX vs SAP
+2,435.9%
+8,885.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +4.9% | +1.5% | +3.5% | +4.5% |
| 30D | +21.2% | +8.8% | +12.3% | +18.3% |
| 3M | +5.7% | +12.1% | -6.4% | +2.1% |
| 6M | +6.0% | +34.6% | -28.6% | -3.7% |
| YTD | +32.9% | -2.1% | +35.0% | +30.8% |
| 1Y | +33.3% | -5.5% | +38.8% | +32.5% |
| 3Y | +13.0% | +67.4% | -54.4% | -5.6% |
| 5Y | +8.8% | +74.6% | -65.7% | -11.0% |
| 10Y | +154.6% | +224.0% | -69.4% | +73.3% |
| All | +11,320.9% | +2,435.9% | +8,885.0% | +4,721.6% |
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 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