+142.0%
SFM vs BUD
-8.7%
+150.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.8% |
| 7D | -10.2% | +1.3% | -11.6% | -10.4% |
| 30D | -23.9% | +10.0% | -33.9% | -24.9% |
| 3M | -42.3% | +1.6% | -43.8% | -42.4% |
| 6M | -40.1% | +6.5% | -46.7% | -40.7% |
| YTD | -37.8% | +34.8% | -72.6% | -40.4% |
| 1Y | -37.1% | +36.5% | -73.5% | -39.9% |
| 3Y | +21.5% | +49.0% | -27.4% | +14.3% |
| 5Y | +103.8% | +51.7% | +52.1% | +89.8% |
| 10Y | +142.0% | -7.5% | +149.5% | +125.1% |
| All | +142.0% | -8.7% | +150.7% | +125.1% |
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