-68.1%
SE vs BUD
+46.3%
-114.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | -2.5% | -5.7% | +3.2% | +0.4% |
| 3M | +21.7% | +3.1% | +18.6% | +18.4% |
| 6M | +27.0% | +7.9% | +19.1% | +19.8% |
| YTD | -12.1% | +27.3% | -39.5% | -25.2% |
| 1Y | -40.9% | +37.8% | -78.7% | -52.6% |
| 3Y | +191.0% | +49.8% | +141.1% | +104.3% |
| All | -68.1% | +46.3% | -114.4% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling