+26.1%
SFM vs BUD
+15.0%
+11.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +3.9% |
| 7D | -7.1% | +0.5% | -7.5% | -7.2% |
| 30D | -21.4% | +7.4% | -28.8% | -22.2% |
| 3M | -40.1% | +4.3% | -44.4% | -40.5% |
| 6M | -38.0% | +5.3% | -43.3% | -38.5% |
| YTD | -36.5% | +33.2% | -69.8% | -39.6% |
| 1Y | -35.2% | +31.8% | -67.0% | -38.2% |
| 3Y | +23.5% | +47.8% | -24.3% | +15.0% |
| 5Y | +109.7% | +50.2% | +59.5% | +93.2% |
| 10Y | +132.6% | -4.8% | +137.4% | +124.0% |
| All | +26.1% | +15.0% | +11.0% | +8.0% |
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 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