+91.0%
SPYG vs BUD
+49.6%
+41.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.0% |
| 7D | +2.3% | +1.0% | +1.3% | +2.3% |
| 30D | -6.5% | +6.7% | -13.1% | -6.9% |
| 3M | -6.8% | +5.7% | -12.6% | -7.3% |
| 6M | -3.1% | +5.8% | -9.0% | -3.7% |
| YTD | +8.0% | +34.4% | -26.4% | +4.4% |
| 1Y | +10.2% | +33.3% | -23.0% | +6.6% |
| 3Y | +91.0% | +48.8% | +42.2% | +76.1% |
| All | +91.0% | +49.6% | +41.4% | +76.1% |
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 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