+217.2%
BUD vs SPY
+1,006.1%
-788.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.0% | -0.5% |
| 7D | +1.3% | +0.1% | +1.3% | +1.1% |
| 30D | +10.0% | -3.3% | +13.4% | +12.6% |
| 3M | +1.6% | -2.4% | +4.0% | +3.2% |
| 6M | +6.5% | +2.6% | +3.9% | +3.5% |
| YTD | +34.8% | +11.2% | +23.6% | +22.6% |
| 1Y | +36.5% | +13.4% | +23.1% | +22.0% |
| 3Y | +49.0% | +79.9% | -30.9% | -12.3% |
| 5Y | +51.7% | +72.2% | -20.5% | -8.4% |
| 10Y | -7.5% | +307.3% | -314.9% | -74.7% |
| All | +217.2% | +1,006.1% | -788.9% | -64.3% |
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