+136.6%
SBUX vs SNAP
-79.2%
+215.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +4.9% | -10.6% | +15.5% | +6.2% |
| 30D | +21.2% | -19.7% | +40.9% | +24.0% |
| 3M | +5.7% | -6.5% | +12.2% | +5.9% |
| 6M | +6.0% | -17.8% | +23.8% | +7.2% |
| YTD | +32.9% | -38.0% | +71.0% | +37.9% |
| 1Y | +33.3% | -42.5% | +75.7% | +39.4% |
| 3Y | +13.0% | -55.8% | +68.9% | +16.2% |
| 5Y | +8.8% | -90.5% | +99.4% | +23.2% |
| All | +136.6% | -79.2% | +215.8% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling