+57.8%
SAN vs BUD
+36.8%
+20.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +2.0% | -5.7% | +7.7% | +3.8% |
| 3M | +19.7% | +3.1% | +16.6% | +17.6% |
| 6M | +30.6% | +7.9% | +22.8% | +23.1% |
| YTD | +28.8% | +27.3% | +1.5% | +16.4% |
| 1Y | +57.8% | +37.8% | +20.0% | +44.3% |
| All | +57.8% | +36.8% | +20.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling