+102.9%
SFM vs BUD
+9.9%
+93.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.1% | +0.3% | -0.3% | -0.1% |
| 30D | -4.4% | -5.7% | +1.3% | -3.5% |
| 3M | +1.5% | +3.1% | -1.6% | +1.0% |
| 6M | +6.5% | +7.9% | -1.4% | +4.9% |
| YTD | +2.2% | +27.3% | -25.2% | -2.0% |
| 1Y | -41.9% | +37.8% | -79.7% | -45.0% |
| 3Y | +106.8% | +49.8% | +56.9% | +91.8% |
| 5Y | +231.6% | +43.8% | +187.7% | +207.2% |
| 10Y | +258.4% | -22.6% | +281.1% | +263.0% |
| All | +102.9% | +9.9% | +93.0% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling