-45.4%
SFM vs BUD
+35.5%
-80.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.3% |
| 7D | -5.8% | +0.8% | -6.6% | -6.0% |
| 30D | -11.4% | -4.8% | -6.5% | -10.1% |
| 3M | -12.2% | +1.4% | -13.6% | -12.7% |
| 6M | -5.2% | +9.9% | -15.0% | -7.7% |
| YTD | -4.5% | +26.3% | -30.8% | -17.8% |
| 1Y | -45.4% | +36.1% | -81.5% | -56.0% |
| All | -45.4% | +35.5% | -80.9% | -56.0% |
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