+62.2%
SPG vs BUD
-23.5%
+85.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.6% |
| 7D | 0.0% | +0.8% | -0.8% | -0.5% |
| 30D | -4.9% | -4.8% | -0.1% | -2.2% |
| 3M | +3.3% | +1.4% | +2.0% | +2.1% |
| 6M | +11.2% | +9.9% | +1.4% | +3.8% |
| YTD | +17.1% | +26.3% | -9.3% | -0.4% |
| 1Y | +21.6% | +36.1% | -14.6% | -1.6% |
| 3Y | +111.9% | +48.6% | +63.3% | +55.4% |
| 5Y | +106.9% | +45.0% | +61.9% | +48.4% |
| 10Y | +62.2% | -23.1% | +85.3% | +22.3% |
| All | +62.2% | -23.5% | +85.8% | +22.3% |
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