+307.3%
SPY vs BUD
-8.7%
+316.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.0% |
| 7D | +0.1% | +1.3% | -1.3% | -0.4% |
| 30D | -3.3% | +10.0% | -13.4% | -6.2% |
| 3M | -2.4% | +1.6% | -4.0% | -3.2% |
| 6M | +2.6% | +6.5% | -3.9% | 0.0% |
| YTD | +11.2% | +34.8% | -23.6% | +0.5% |
| 1Y | +13.4% | +36.5% | -23.1% | +1.9% |
| 3Y | +79.9% | +49.0% | +30.9% | +54.5% |
| 5Y | +72.2% | +51.7% | +20.5% | +44.6% |
| 10Y | +307.3% | -7.5% | +314.9% | +262.1% |
| All | +307.3% | -8.7% | +316.1% | +262.1% |
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