+147.7%
SAN vs BUD
+214.6%
-67.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.2% |
| 7D | +4.9% | +4.5% | +0.5% | +1.5% |
| 30D | -13.0% | +12.5% | -25.5% | -20.8% |
| 3M | -18.9% | 0.0% | -18.9% | -19.4% |
| 6M | -4.1% | +3.8% | -7.9% | -8.2% |
| YTD | +2.6% | +33.1% | -30.5% | -19.5% |
| 1Y | +16.9% | +35.5% | -18.6% | -9.7% |
| 3Y | +239.1% | +49.4% | +189.7% | +133.4% |
| 5Y | +266.8% | +48.0% | +218.8% | +150.4% |
| 10Y | +246.0% | -8.6% | +254.6% | +219.2% |
| All | +147.7% | +214.6% | -67.0% | -32.7% |
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 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