+34.6%
SM vs BUD
+36.8%
-2.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.4% |
| 7D | +0.1% | +0.3% | -0.2% | +0.2% |
| 30D | +26.3% | -5.7% | +32.0% | +23.7% |
| 3M | +8.7% | +3.1% | +5.6% | +11.2% |
| 6M | +51.7% | +7.9% | +43.8% | +63.8% |
| YTD | +99.0% | +27.3% | +71.7% | +116.6% |
| 1Y | +34.6% | +37.8% | -3.2% | +57.2% |
| All | +34.6% | +36.8% | -2.2% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling