+298.4%
SAN vs BUD
+51.6%
+246.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | 0.0% |
| 7D | +4.0% | +1.0% | +3.0% | +3.4% |
| 30D | -7.8% | +6.7% | -14.5% | -11.4% |
| 3M | -16.4% | +5.7% | -22.1% | -19.3% |
| 6M | +3.5% | +5.8% | -2.3% | -0.9% |
| YTD | +6.7% | +34.4% | -27.7% | -12.8% |
| 1Y | +14.5% | +33.3% | -18.8% | -5.9% |
| 3Y | +243.5% | +48.8% | +194.7% | +152.5% |
| All | +298.4% | +51.6% | +246.8% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling