+211.1%
SAN vs BUD
+201.1%
+10.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +2.0% | -5.7% | +7.7% | +6.4% |
| 3M | +19.7% | +3.1% | +16.6% | +16.0% |
| 6M | +30.6% | +7.9% | +22.8% | +21.9% |
| YTD | +28.8% | +27.3% | +1.5% | +5.1% |
| 1Y | +57.8% | +37.8% | +20.0% | +20.5% |
| 3Y | +338.1% | +49.8% | +288.3% | +200.7% |
| 5Y | +384.2% | +43.8% | +340.4% | +237.1% |
| 10Y | +353.1% | -22.6% | +375.8% | +386.2% |
| All | +211.1% | +201.1% | +10.0% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling