+306.8%
SPOT vs BUD
-7.3%
+314.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +1.0% | +6.0% | -5.0% | -0.6% |
| 30D | +14.6% | +11.3% | +3.3% | +11.3% |
| 3M | +18.4% | +3.6% | +14.9% | +17.3% |
| 6M | +45.1% | +7.7% | +37.4% | +42.1% |
| YTD | +4.4% | +36.4% | -32.0% | -5.1% |
| 1Y | -2.7% | +37.8% | -40.5% | -11.9% |
| 3Y | +254.6% | +51.2% | +203.3% | +207.8% |
| 5Y | +124.8% | +53.4% | +71.4% | +92.2% |
| All | +306.8% | -7.3% | +314.1% | +241.0% |
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 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