+86.9%
SBAC vs BUD
-24.2%
+111.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | +3.9% | -6.1% | +10.0% | +5.5% |
| 3M | -8.2% | -3.8% | -4.4% | -7.3% |
| 6M | -2.8% | +8.2% | -11.0% | -5.0% |
| YTD | -1.5% | +23.6% | -25.1% | -6.9% |
| 1Y | 0.0% | +33.4% | -33.4% | -7.3% |
| 3Y | -8.4% | +45.3% | -53.7% | -17.2% |
| 5Y | -43.5% | +44.3% | -87.8% | -49.5% |
| 10Y | +86.9% | -22.8% | +109.7% | +88.6% |
| All | +86.9% | -24.2% | +111.1% | +88.6% |
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