+78.7%
SO vs BUD
+51.6%
+27.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | +1.4% | +1.0% | +0.3% | +1.1% |
| 30D | +4.7% | +6.7% | -2.0% | +3.3% |
| 3M | +1.7% | +5.7% | -4.0% | +0.5% |
| 6M | +2.2% | +5.8% | -3.7% | +0.8% |
| YTD | +10.0% | +34.4% | -24.4% | +3.4% |
| 1Y | +6.0% | +33.3% | -27.2% | -0.2% |
| 3Y | +54.1% | +48.8% | +5.3% | +40.3% |
| All | +78.7% | +51.6% | +27.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling