-35.0%
SFM vs BUD
+38.4%
-73.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.4% |
| 7D | -12.3% | +3.3% | -15.6% | -13.1% |
| 30D | -16.2% | +11.8% | -28.0% | -18.0% |
| 3M | -36.8% | -1.1% | -35.7% | -37.0% |
| 6M | -32.6% | +14.9% | -47.5% | -33.5% |
| YTD | -31.7% | +32.6% | -64.3% | -33.4% |
| 1Y | -35.0% | +37.2% | -72.2% | -35.5% |
| All | -35.0% | +38.4% | -73.4% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling