+161.5%
SMR vs BUD
+48.5%
+113.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.7% | +7.1% |
| 7D | +1.7% | +1.3% | +0.3% | +1.7% |
| 30D | -24.4% | +10.0% | -34.5% | -24.9% |
| 3M | -44.6% | +1.6% | -46.2% | -44.6% |
| 6M | -56.7% | +6.5% | -63.2% | -57.0% |
| YTD | -61.6% | +34.8% | -96.5% | -63.3% |
| 1Y | -82.1% | +36.5% | -118.5% | -82.9% |
| 3Y | +161.5% | +49.0% | +112.6% | +139.3% |
| All | +161.5% | +48.5% | +113.0% | +139.3% |
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 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