+451.3%
SN vs BUD
+48.3%
+403.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.1% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | +19.4% | +7.4% | +12.1% | +15.7% |
| 3M | +20.9% | +4.3% | +16.6% | +18.5% |
| 6M | +111.1% | +5.3% | +105.8% | +105.5% |
| YTD | +102.8% | +33.2% | +69.6% | +79.0% |
| 1Y | +146.2% | +31.8% | +114.4% | +118.1% |
| All | +451.3% | +48.3% | +403.0% | +332.5% |
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