+662.3%
SAP vs BUD
+214.6%
+447.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -3.5% |
| 7D | -0.7% | +4.5% | -5.1% | -2.6% |
| 30D | +11.1% | +12.5% | -1.4% | +5.3% |
| 3M | +17.0% | 0.0% | +17.1% | +16.8% |
| 6M | +34.8% | +3.8% | +31.0% | +31.9% |
| YTD | -2.2% | +33.1% | -35.3% | -15.3% |
| 1Y | -6.4% | +35.5% | -42.0% | -19.8% |
| 3Y | +75.1% | +49.4% | +25.7% | +40.1% |
| 5Y | +69.8% | +48.0% | +21.8% | +34.2% |
| 10Y | +219.8% | -8.6% | +228.4% | +197.7% |
| All | +662.3% | +214.6% | +447.6% | +262.2% |
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 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