+602.4%
SAP vs BUD
+201.1%
+401.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +9.0% | -5.7% | +14.7% | +11.9% |
| 3M | +14.9% | +3.1% | +11.8% | +13.1% |
| 6M | +11.9% | +7.9% | +4.0% | +7.4% |
| YTD | -9.9% | +27.3% | -37.2% | -20.3% |
| 1Y | -19.5% | +37.8% | -57.3% | -31.6% |
| 3Y | +61.8% | +49.8% | +12.0% | +29.0% |
| 5Y | +56.2% | +43.8% | +12.3% | +24.9% |
| 10Y | +180.6% | -22.6% | +203.2% | +185.8% |
| All | +602.4% | +201.1% | +401.3% | +240.9% |
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