+177.0%
SAP vs BUD
-23.7%
+200.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +9.0% | -5.7% | +14.7% | +11.4% |
| 3M | +14.9% | +3.1% | +11.8% | +13.4% |
| 6M | +11.9% | +7.9% | +4.0% | +8.0% |
| YTD | -9.9% | +27.3% | -37.2% | -18.9% |
| 1Y | -19.5% | +37.8% | -57.3% | -30.0% |
| 3Y | +61.8% | +49.8% | +12.0% | +33.1% |
| 5Y | +56.2% | +43.8% | +12.3% | +28.8% |
| All | +177.0% | -23.7% | +200.6% | +162.8% |
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