+12.5%
SM vs BUD
-23.5%
+36.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +4.2% |
| 7D | -0.2% | +0.8% | -0.9% | -0.8% |
| 30D | +31.5% | -4.8% | +36.3% | +35.6% |
| 3M | +17.3% | +1.4% | +16.0% | +15.0% |
| 6M | +48.5% | +9.9% | +38.7% | +33.6% |
| YTD | +106.3% | +26.3% | +79.9% | +65.0% |
| 1Y | +47.3% | +36.1% | +11.1% | +10.1% |
| 3Y | -1.4% | +48.6% | -50.0% | -37.1% |
| 5Y | +114.0% | +45.0% | +69.0% | +26.7% |
| 10Y | +12.5% | -23.1% | +35.6% | -1.4% |
| All | +12.5% | -23.5% | +36.0% | -1.4% |
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