+273.0%
SFM vs BUD
-24.2%
+297.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.6% |
| 7D | -7.2% | -1.3% | -5.9% | -7.0% |
| 30D | -14.3% | -6.1% | -8.2% | -13.5% |
| 3M | -13.7% | -3.8% | -10.0% | -13.3% |
| 6M | -6.0% | +8.2% | -14.2% | -7.2% |
| YTD | -8.2% | +23.6% | -31.8% | -11.1% |
| 1Y | -46.2% | +33.4% | -79.7% | -48.5% |
| 3Y | +83.6% | +45.3% | +38.2% | +73.1% |
| 5Y | +212.7% | +44.3% | +168.4% | +193.5% |
| 10Y | +273.0% | -22.8% | +295.8% | +255.8% |
| All | +273.0% | -24.2% | +297.2% | +255.8% |
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