+334.8%
SAN vs BUD
-23.5%
+358.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +3.3% | +0.8% | +2.6% | +2.8% |
| 30D | +1.1% | -4.8% | +5.9% | +4.2% |
| 3M | +22.2% | +1.4% | +20.8% | +20.3% |
| 6M | +36.0% | +9.9% | +26.2% | +26.6% |
| YTD | +28.2% | +26.3% | +1.9% | +8.1% |
| 1Y | +54.1% | +36.1% | +18.0% | +23.2% |
| 3Y | +354.2% | +48.6% | +305.7% | +230.6% |
| 5Y | +387.3% | +45.0% | +342.3% | +256.1% |
| 10Y | +334.8% | -23.1% | +357.9% | +276.7% |
| All | +334.8% | -23.5% | +358.4% | +276.7% |
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