+116.5%
SPG vs BUD
-8.7%
+125.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.2% |
| 7D | +5.1% | +1.3% | +3.8% | +4.2% |
| 30D | +16.8% | +10.0% | +6.8% | +10.0% |
| 3M | +5.7% | +1.6% | +4.1% | +4.1% |
| 6M | +17.8% | +6.5% | +11.3% | +12.3% |
| YTD | +30.1% | +34.8% | -4.7% | +6.0% |
| 1Y | +32.8% | +36.5% | -3.7% | +7.2% |
| 3Y | +137.2% | +49.0% | +88.3% | +74.1% |
| 5Y | +81.5% | +51.7% | +29.8% | +27.1% |
| 10Y | +116.5% | -7.5% | +124.1% | +43.7% |
| All | +116.5% | -8.7% | +125.3% | +43.7% |
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