+505.4%
SPMO vs BUD
-5.3%
+510.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.2% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | -10.0% | +7.4% | -17.4% | -11.8% |
| 3M | -9.4% | +4.3% | -13.7% | -10.7% |
| 6M | -7.7% | +5.3% | -13.0% | -9.5% |
| YTD | +13.3% | +33.2% | -19.9% | +4.2% |
| 1Y | +12.7% | +31.8% | -19.1% | +3.9% |
| 3Y | +127.5% | +47.8% | +79.7% | +100.2% |
| 5Y | +119.7% | +50.2% | +69.5% | +89.8% |
| 10Y | +469.5% | -4.8% | +474.3% | +408.2% |
| All | +505.4% | -5.3% | +510.8% | +437.7% |
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 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