+460.5%
SPMO vs BUD
-2.1%
+462.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +6.3% | +1.0% | +5.3% | +6.1% |
| 30D | -8.9% | +6.7% | -15.5% | -10.6% |
| 3M | -13.2% | +5.7% | -18.9% | -14.8% |
| 6M | -9.3% | +5.8% | -15.1% | -11.3% |
| YTD | +11.6% | +34.4% | -22.8% | +2.0% |
| 1Y | +13.4% | +33.3% | -19.9% | +3.8% |
| 3Y | +122.9% | +48.8% | +74.1% | +94.5% |
| 5Y | +113.9% | +52.5% | +61.4% | +82.5% |
| All | +460.5% | -2.1% | +462.6% | +405.8% |
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