+66.5%
SM vs BUD
+32.7%
+33.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.8% | +4.6% |
| 7D | +0.3% | +0.5% | -0.2% | +0.6% |
| 30D | -17.3% | +7.4% | -24.7% | -14.7% |
| 3M | -3.6% | +4.3% | -7.9% | -1.7% |
| 6M | +2.9% | +5.3% | -2.4% | +6.3% |
| YTD | +70.2% | +33.2% | +37.0% | +76.7% |
| 1Y | +66.5% | +31.8% | +34.7% | +75.2% |
| All | +66.5% | +32.7% | +33.8% | +75.2% |
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