+67.8%
SAP vs BUD
+48.3%
+19.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.7% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | +7.5% | +7.4% | +0.1% | +5.6% |
| 3M | +11.6% | +4.3% | +7.3% | +10.4% |
| 6M | +37.6% | +5.3% | +32.3% | +35.6% |
| YTD | -2.0% | +33.2% | -35.2% | -9.2% |
| 1Y | -6.4% | +31.8% | -38.1% | -13.1% |
| All | +67.8% | +48.3% | +19.5% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling