+1.7%
SM vs BUD
-8.7%
+10.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -3.7% |
| 7D | -22.3% | +1.3% | -23.6% | -23.4% |
| 30D | -21.4% | +10.0% | -31.4% | -27.3% |
| 3M | +1.4% | +1.6% | -0.2% | -1.6% |
| 6M | +0.1% | +6.5% | -6.4% | -6.7% |
| YTD | +59.0% | +34.8% | +24.1% | +19.8% |
| 1Y | +64.3% | +36.5% | +27.9% | +22.5% |
| 3Y | -13.1% | +49.0% | -62.1% | -44.2% |
| 5Y | -13.9% | +51.7% | -65.6% | -50.2% |
| 10Y | +1.7% | -7.5% | +9.2% | -31.6% |
| All | +1.7% | -8.7% | +10.4% | -31.6% |
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