+231.7%
SPOT vs BUD
+44.4%
+187.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -6.5% | -1.3% | -5.2% | -6.3% |
| 30D | +2.2% | -6.1% | +8.3% | +2.9% |
| 3M | +5.4% | -3.8% | +9.1% | +5.9% |
| 6M | -4.0% | +8.2% | -12.2% | -4.8% |
| YTD | -9.9% | +23.6% | -33.5% | -13.3% |
| 1Y | -27.3% | +33.4% | -60.7% | -31.3% |
| All | +231.7% | +44.4% | +187.3% | +192.0% |
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