-0.3%
SPOT vs BUD
+38.4%
-38.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.4% |
| 7D | +16.6% | +3.3% | +13.3% | +16.3% |
| 30D | +29.9% | +11.8% | +18.1% | +30.4% |
| 3M | +31.3% | -1.1% | +32.4% | +29.6% |
| 6M | +43.2% | +14.9% | +28.3% | +48.9% |
| YTD | +8.1% | +32.6% | -24.5% | +16.6% |
| 1Y | -0.3% | +37.2% | -37.5% | +6.5% |
| All | -0.3% | +38.4% | -38.7% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling