+311.5%
SPY vs BUD
-23.5%
+335.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +0.5% | +0.8% | -0.2% | +0.3% |
| 30D | -0.9% | -4.8% | +3.9% | +0.5% |
| 3M | +3.9% | +1.4% | +2.5% | +3.2% |
| 6M | +14.5% | +9.9% | +4.7% | +10.7% |
| YTD | +12.9% | +26.3% | -13.4% | +4.3% |
| 1Y | +19.4% | +36.1% | -16.8% | +7.5% |
| 3Y | +78.5% | +48.6% | +29.9% | +53.2% |
| 5Y | +81.8% | +45.0% | +36.7% | +54.7% |
| 10Y | +311.5% | -23.1% | +334.6% | +287.1% |
| All | +311.5% | -23.5% | +335.1% | +287.1% |
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