+11.1%
SMR vs BUD
+42.6%
-31.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.8% | +16.0% | +15.4% |
| 7D | +21.4% | +0.8% | +20.6% | +21.2% |
| 30D | +13.8% | -4.8% | +18.7% | +14.9% |
| 3M | +3.9% | +1.4% | +2.5% | +2.9% |
| 6M | -4.2% | +9.9% | -14.1% | -7.0% |
| YTD | -21.1% | +26.3% | -47.4% | -26.2% |
| 1Y | -67.1% | +36.1% | -103.2% | -70.0% |
| 3Y | +88.9% | +48.6% | +40.3% | +66.7% |
| All | +11.1% | +42.6% | -31.4% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling