+199.5%
BUD vs SPY
+1,029.0%
-829.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -5.7% | +0.1% | -5.7% | -5.7% |
| 3M | +3.1% | +2.0% | +1.1% | +1.1% |
| 6M | +7.9% | +13.0% | -5.1% | -2.5% |
| YTD | +27.3% | +13.5% | +13.8% | +14.3% |
| 1Y | +37.8% | +20.0% | +17.8% | +18.0% |
| 3Y | +49.8% | +77.2% | -27.3% | -10.2% |
| 5Y | +43.8% | +81.9% | -38.0% | -16.8% |
| 10Y | -22.6% | +314.1% | -336.7% | -79.0% |
| All | +199.5% | +1,029.0% | -829.5% | -66.7% |
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