+111.6%
SFM vs BUD
+51.6%
+60.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +6.0% | +1.0% | +5.0% | +5.7% |
| 30D | -19.5% | +6.7% | -26.1% | -20.6% |
| 3M | -37.0% | +5.7% | -42.7% | -37.8% |
| 6M | -41.0% | +5.8% | -46.8% | -41.8% |
| YTD | -34.6% | +34.4% | -69.0% | -39.1% |
| 1Y | -36.3% | +33.3% | -69.5% | -40.5% |
| 3Y | +24.5% | +48.8% | -24.3% | +12.3% |
| All | +111.6% | +51.6% | +60.0% | +90.7% |
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