-48.1%
SMR vs BUD
+53.9%
-102.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.2% |
| 7D | -2.8% | +6.0% | -8.8% | -3.8% |
| 30D | -27.5% | +11.3% | -38.8% | -29.0% |
| 3M | -43.1% | +3.6% | -46.7% | -43.6% |
| 6M | -58.4% | +7.7% | -66.1% | -59.3% |
| YTD | -63.2% | +36.4% | -99.5% | -66.1% |
| 1Y | -81.6% | +37.8% | -119.5% | -83.2% |
| 3Y | +149.8% | +51.2% | +98.5% | +122.4% |
| All | -48.1% | +53.9% | -102.0% | -57.6% |
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