+250.1%
SPOT vs BUD
-16.4%
+266.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -6.9% | -3.2% | -3.6% | -6.0% |
| 30D | +4.1% | -3.7% | +7.8% | +5.2% |
| 3M | +3.7% | -4.4% | +8.1% | +4.9% |
| 6M | -1.6% | +7.7% | -9.3% | -4.0% |
| YTD | -10.2% | +23.1% | -33.2% | -16.0% |
| 1Y | -25.9% | +33.6% | -59.5% | -32.5% |
| 3Y | +235.6% | +44.7% | +190.9% | +193.8% |
| 5Y | +110.6% | +44.9% | +65.6% | +83.4% |
| All | +250.1% | -16.4% | +266.5% | +201.7% |
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 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