+101.5%
SFM vs BUD
+48.8%
+52.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.4% | -4.5% |
| 7D | -1.2% | +4.5% | -5.7% | -2.2% |
| 30D | -24.8% | +12.5% | -37.3% | -26.6% |
| 3M | -43.7% | 0.0% | -43.7% | -43.7% |
| 6M | -37.3% | +3.8% | -41.1% | -37.8% |
| YTD | -38.4% | +33.1% | -71.4% | -42.4% |
| 1Y | -36.9% | +35.5% | -72.4% | -41.3% |
| 3Y | +20.7% | +49.4% | -28.7% | +8.7% |
| All | +101.5% | +48.8% | +52.7% | +82.0% |
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 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