+363.5%
SE vs BUD
-20.6%
+384.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -0.5% | +1.0% | -1.5% | -0.9% |
| 30D | -20.9% | +6.7% | -27.6% | -23.4% |
| 3M | -38.9% | +5.7% | -44.6% | -40.6% |
| 6M | -19.4% | +5.8% | -25.2% | -22.2% |
| YTD | -40.9% | +34.4% | -75.3% | -49.1% |
| 1Y | -46.2% | +33.3% | -79.5% | -53.6% |
| 3Y | +63.7% | +48.8% | +14.9% | +30.0% |
| 5Y | -77.9% | +52.5% | -130.5% | -82.6% |
| All | +363.5% | -20.6% | +384.1% | +391.2% |
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 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