+798.1%
SPG vs BUD
+201.1%
+597.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.1% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -6.8% | -5.7% | -1.2% | -3.9% |
| 3M | +2.7% | +3.1% | -0.4% | +0.6% |
| 6M | +5.5% | +7.9% | -2.4% | +0.2% |
| YTD | +15.7% | +27.3% | -11.6% | -0.3% |
| 1Y | +20.9% | +37.8% | -16.9% | -0.6% |
| 3Y | +112.4% | +49.8% | +62.5% | +61.2% |
| 5Y | +101.4% | +43.8% | +57.5% | +52.3% |
| 10Y | +60.6% | -22.6% | +83.3% | +48.4% |
| All | +798.1% | +201.1% | +597.0% | +283.1% |
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