+765.9%
SBAC vs BUD
+222.5%
+543.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.2% |
| 7D | +3.6% | +6.0% | -2.4% | +1.8% |
| 30D | +4.9% | +11.3% | -6.4% | +1.5% |
| 3M | +6.5% | +3.6% | +2.9% | +5.2% |
| 6M | -11.1% | +7.7% | -18.8% | -13.4% |
| YTD | +0.9% | +36.4% | -35.4% | -8.4% |
| 1Y | -1.6% | +37.8% | -39.4% | -11.1% |
| 3Y | -7.0% | +51.2% | -58.2% | -18.9% |
| 5Y | -39.2% | +53.4% | -92.6% | -48.0% |
| 10Y | +111.4% | -3.2% | +114.6% | +99.0% |
| All | +765.9% | +222.5% | +543.5% | +361.7% |
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