+15.6%
SM vs BUD
-3.2%
+18.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.4% | +5.4% |
| 7D | +10.6% | -1.6% | +12.2% | +11.6% |
| 30D | -15.0% | +6.7% | -21.6% | -19.8% |
| 3M | +1.7% | +5.9% | -4.2% | -4.2% |
| 6M | +5.9% | +5.1% | +0.8% | -0.6% |
| YTD | +79.0% | +32.9% | +46.1% | +36.0% |
| 1Y | +84.7% | +31.8% | +52.8% | +40.8% |
| 3Y | -3.5% | +47.4% | -50.8% | -37.7% |
| 5Y | +4.9% | +50.8% | -45.9% | -39.6% |
| All | +15.6% | -3.2% | +18.8% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling