+334.3%
SPGI vs BUD
-8.7%
+343.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | -0.9% | +1.3% | -2.2% | -1.3% |
| 30D | +15.5% | +10.0% | +5.5% | +12.2% |
| 3M | +15.7% | +1.6% | +14.1% | +15.0% |
| 6M | +19.1% | +6.5% | +12.6% | +16.4% |
| YTD | -4.1% | +34.8% | -38.9% | -13.5% |
| 1Y | +1.2% | +36.5% | -35.3% | -9.1% |
| 3Y | +31.6% | +49.0% | -17.4% | +12.6% |
| 5Y | +12.4% | +51.7% | -39.2% | -6.2% |
| 10Y | +334.3% | -7.5% | +341.8% | +279.2% |
| All | +334.3% | -8.7% | +343.0% | +279.2% |
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