+260.2%
SAN vs BUD
-4.3%
+264.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | +10.8% | +6.0% | +4.7% | +6.7% |
| 30D | -5.7% | +11.3% | -17.0% | -12.3% |
| 3M | -13.4% | +3.6% | -17.0% | -15.8% |
| 6M | +3.5% | +7.7% | -4.2% | -2.5% |
| YTD | +9.7% | +36.4% | -26.6% | -12.4% |
| 1Y | +20.9% | +37.8% | -17.0% | -4.3% |
| 3Y | +254.3% | +51.2% | +203.0% | +155.0% |
| 5Y | +304.2% | +53.4% | +250.8% | +184.5% |
| 10Y | +260.2% | -3.2% | +263.4% | +174.7% |
| All | +260.2% | -4.3% | +264.5% | +174.7% |
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