+185.0%
SNY vs BUD
+192.2%
-7.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -3.6% | -1.3% | -2.3% | -3.2% |
| 30D | -1.4% | -6.1% | +4.7% | +0.9% |
| 3M | -4.2% | -3.8% | -0.5% | -3.0% |
| 6M | +2.0% | +8.2% | -6.2% | -1.8% |
| YTD | -6.7% | +23.6% | -30.2% | -14.9% |
| 1Y | -4.7% | +33.4% | -38.1% | -15.9% |
| 3Y | -8.1% | +45.3% | -53.5% | -22.5% |
| 5Y | +8.2% | +44.3% | -36.0% | -10.7% |
| 10Y | +64.8% | -22.8% | +87.6% | +74.8% |
| All | +185.0% | +192.2% | -7.2% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling