+492.7%
SO vs BUD
+201.1%
+291.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | -4.6% | -5.7% | +1.1% | -3.5% |
| 3M | -3.0% | +3.1% | -6.2% | -3.7% |
| 6M | -8.3% | +7.9% | -16.1% | -9.9% |
| YTD | +3.5% | +27.3% | -23.8% | -1.8% |
| 1Y | -0.9% | +37.8% | -38.7% | -7.7% |
| 3Y | +45.4% | +49.8% | -4.5% | +31.9% |
| 5Y | +59.6% | +43.8% | +15.8% | +44.0% |
| 10Y | +156.6% | -22.6% | +179.2% | +147.3% |
| All | +492.7% | +201.1% | +291.6% | +346.5% |
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 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