+142.2%
SN vs BUD
+37.1%
+105.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.3% |
| 7D | +7.6% | +1.3% | +6.3% | +6.9% |
| 30D | +24.1% | +10.0% | +14.0% | +18.1% |
| 3M | +23.7% | +1.6% | +22.1% | +22.6% |
| 6M | +105.5% | +6.5% | +99.0% | +97.4% |
| YTD | +105.1% | +34.8% | +70.3% | +72.6% |
| All | +142.2% | +37.1% | +105.1% | +102.6% |
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 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