-69.4%
SMR vs BUD
+33.8%
-103.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.8% |
| 7D | +13.1% | -1.3% | +14.4% | +12.7% |
| 30D | +17.8% | -6.1% | +23.9% | +16.0% |
| 3M | +8.1% | -3.8% | +11.9% | +6.9% |
| 6M | -11.1% | +8.2% | -19.3% | -13.2% |
| YTD | -23.7% | +23.6% | -47.3% | -13.7% |
| 1Y | -69.4% | +33.4% | -102.8% | -62.8% |
| All | -69.4% | +33.8% | -103.2% | -62.8% |
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