+186.8%
SO vs BUD
-8.7%
+195.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | +8.6% | +10.0% | -1.4% | +6.2% |
| 3M | +1.8% | +1.6% | +0.2% | +1.3% |
| 6M | +3.6% | +6.5% | -2.9% | +1.9% |
| YTD | +9.9% | +34.8% | -24.9% | +2.3% |
| 1Y | +5.7% | +36.5% | -30.8% | -1.9% |
| 3Y | +52.5% | +49.0% | +3.5% | +37.2% |
| 5Y | +77.3% | +51.7% | +25.6% | +56.5% |
| 10Y | +186.8% | -7.5% | +194.3% | +156.8% |
| All | +186.8% | -8.7% | +195.5% | +156.8% |
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