+402.1%
SPYG vs BUD
-3.2%
+405.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +4.2% | -1.6% | +5.8% | +4.6% |
| 30D | -7.4% | +6.7% | -14.1% | -9.3% |
| 3M | -5.3% | +5.9% | -11.2% | -7.2% |
| 6M | -1.2% | +5.1% | -6.2% | -3.3% |
| YTD | +9.0% | +32.9% | -23.9% | -1.0% |
| 1Y | +8.8% | +31.8% | -23.0% | -1.0% |
| 3Y | +92.8% | +47.4% | +45.4% | +66.2% |
| 5Y | +69.3% | +50.8% | +18.5% | +42.7% |
| All | +402.1% | -3.2% | +405.2% | +346.1% |
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