+224.0%
SAP vs BUD
-4.3%
+228.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -2.0% |
| 7D | +1.5% | +6.0% | -4.5% | -0.7% |
| 30D | +8.8% | +11.3% | -2.4% | +4.4% |
| 3M | +12.1% | +3.6% | +8.5% | +10.4% |
| 6M | +34.6% | +7.7% | +26.9% | +30.2% |
| YTD | -2.1% | +36.4% | -38.5% | -14.3% |
| 1Y | -5.5% | +37.8% | -43.4% | -17.7% |
| 3Y | +67.4% | +51.2% | +16.2% | +37.6% |
| 5Y | +74.6% | +53.4% | +21.2% | +40.5% |
| 10Y | +224.0% | -3.2% | +227.2% | +178.4% |
| All | +224.0% | -4.3% | +228.3% | +178.4% |
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 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