-38.0%
SFM vs BUD
+4.7%
-42.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +5.1% |
| 7D | -7.1% | +0.5% | -7.5% | -7.6% |
| 30D | -21.4% | +7.4% | -28.8% | -24.2% |
| 3M | -40.1% | +4.3% | -44.4% | -41.5% |
| 6M | -38.0% | +5.3% | -43.3% | -40.2% |
| All | -38.0% | +4.7% | -42.7% | -40.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling