+99.7%
SM vs BUD
+201.1%
-101.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | +26.3% | -5.7% | +32.0% | +31.2% |
| 3M | +8.7% | +3.1% | +5.6% | +5.2% |
| 6M | +51.7% | +7.9% | +43.8% | +38.3% |
| YTD | +99.0% | +27.3% | +71.7% | +59.0% |
| 1Y | +34.6% | +37.8% | -3.2% | +0.2% |
| 3Y | -7.8% | +49.8% | -57.6% | -40.4% |
| 5Y | +104.8% | +43.8% | +60.9% | +26.8% |
| 10Y | +7.2% | -22.6% | +29.9% | +10.2% |
| All | +99.7% | +201.1% | -101.3% | -26.4% |
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 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