+213.0%
BUD vs SPY
+980.5%
-767.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +4.5% | -2.7% | +7.2% | +6.5% |
| 30D | +12.5% | -5.4% | +17.9% | +17.1% |
| 3M | 0.0% | -4.1% | +4.1% | +2.9% |
| 6M | +3.8% | +0.7% | +3.1% | +2.3% |
| YTD | +33.1% | +8.7% | +24.4% | +23.2% |
| 1Y | +35.5% | +10.9% | +24.6% | +23.3% |
| 3Y | +49.4% | +75.0% | -25.6% | -10.1% |
| 5Y | +48.0% | +67.8% | -19.7% | -8.7% |
| 10Y | -8.6% | +312.9% | -321.4% | -75.4% |
| All | +213.0% | +980.5% | -767.5% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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