+64.0%
SM vs BUD
+214.6%
-150.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +2.0% |
| 7D | -25.9% | +4.5% | -30.4% | -28.8% |
| 30D | -15.1% | +12.5% | -27.6% | -22.9% |
| 3M | +4.9% | 0.0% | +4.9% | +2.9% |
| 6M | +6.1% | +3.8% | +2.3% | +0.6% |
| YTD | +63.4% | +33.1% | +30.4% | +24.7% |
| 1Y | +72.5% | +35.5% | +37.0% | +29.5% |
| 3Y | -16.9% | +49.4% | -66.3% | -46.2% |
| 5Y | -10.6% | +48.0% | -58.7% | -45.8% |
| 10Y | +11.3% | -8.6% | +19.9% | -0.4% |
| All | +64.0% | +214.6% | -150.6% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling