+10,751.7%
SBUX vs SAP
+2,233.8%
+8,517.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | -0.9% | +9.0% | -9.9% | -3.4% |
| 3M | +11.6% | +14.9% | -3.3% | +6.5% |
| 6M | +8.8% | +11.9% | -3.1% | +3.8% |
| YTD | +26.3% | -9.9% | +36.2% | +27.2% |
| 1Y | +23.1% | -19.5% | +42.7% | +27.8% |
| 3Y | +15.0% | +61.8% | -46.9% | -3.1% |
| 5Y | +0.4% | +56.2% | -55.8% | -15.4% |
| 10Y | +130.7% | +180.6% | -49.9% | +63.3% |
| All | +10,751.7% | +2,233.8% | +8,517.9% | +4,591.2% |
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