+4.0%
SBUX vs SNAP
-91.0%
+95.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.8% | -0.4% |
| 7D | +1.7% | -7.1% | +8.8% | +2.4% |
| 30D | +12.6% | -14.6% | +27.3% | +14.4% |
| 3M | +0.8% | -5.0% | +5.8% | +0.8% |
| 6M | +0.2% | -18.8% | +19.0% | +1.4% |
| YTD | +27.4% | -38.5% | +66.0% | +32.2% |
| 1Y | +31.5% | -38.1% | +69.6% | +36.1% |
| 3Y | +9.3% | -53.8% | +63.0% | +11.3% |
| All | +4.0% | -91.0% | +95.0% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling