+259.6%
SAN vs BUD
-8.7%
+268.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.3% |
| 7D | +8.7% | +1.3% | +7.4% | +7.9% |
| 30D | -6.5% | +10.0% | -16.5% | -12.3% |
| 3M | -14.2% | +1.6% | -15.8% | -15.5% |
| 6M | +2.7% | +6.5% | -3.8% | -2.6% |
| YTD | +8.9% | +34.8% | -26.0% | -12.4% |
| 1Y | +23.4% | +36.5% | -13.1% | -1.6% |
| 3Y | +257.9% | +49.0% | +209.0% | +160.4% |
| 5Y | +297.8% | +51.7% | +246.1% | +182.2% |
| 10Y | +259.6% | -7.5% | +267.1% | +178.3% |
| All | +259.6% | -8.7% | +268.3% | +178.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling