+31.1%
SOLS vs BUD
+27.5%
+3.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.9% |
| 7D | +3.7% | -1.3% | +5.0% | +4.4% |
| 30D | +5.0% | -6.1% | +11.2% | +8.3% |
| 3M | -21.1% | -3.8% | -17.3% | -20.3% |
| 6M | -14.2% | +8.2% | -22.3% | -21.7% |
| YTD | +30.6% | +23.6% | +7.1% | +10.3% |
| All | +31.1% | +27.5% | +3.7% | +7.5% |
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