+61.9%
SNY vs BUD
-22.3%
+84.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -3.3% | -2.6% | -0.7% | -2.6% |
| 30D | -2.2% | -1.2% | -0.9% | -1.9% |
| 3M | -3.0% | -4.9% | +1.9% | -1.9% |
| 6M | +2.7% | +9.3% | -6.5% | -0.1% |
| YTD | -6.8% | +24.0% | -30.8% | -12.5% |
| 1Y | -5.3% | +34.5% | -39.8% | -13.1% |
| 3Y | -9.8% | +43.7% | -53.5% | -19.0% |
| 5Y | +9.7% | +46.0% | -36.3% | -3.1% |
| All | +61.9% | -22.3% | +84.2% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling