-5.9%
SM vs BUD
+49.6%
-55.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | 0.0% |
| 7D | +9.4% | +1.0% | +8.4% | +9.5% |
| 30D | -14.4% | +6.7% | -21.0% | -13.9% |
| 3M | +1.6% | +5.7% | -4.2% | +2.1% |
| 6M | +6.3% | +5.8% | +0.5% | +7.0% |
| YTD | +78.8% | +34.4% | +44.4% | +77.5% |
| 1Y | +83.1% | +33.3% | +49.9% | +81.9% |
| 3Y | -5.9% | +48.8% | -54.7% | -14.6% |
| All | -5.9% | +49.6% | -55.5% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling