+30.3%
SPGI vs BUD
+48.3%
-18.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +15.3% | +7.4% | +7.9% | +14.1% |
| 3M | +16.5% | +4.3% | +12.2% | +15.7% |
| 6M | +19.8% | +5.3% | +14.5% | +18.6% |
| YTD | -3.2% | +33.2% | -36.5% | -7.9% |
| 1Y | +1.8% | +31.8% | -30.0% | -3.0% |
| All | +30.3% | +48.3% | -18.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling