+84.6%
SPYG vs BUD
+45.2%
+39.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | -1.6% | -4.8% | +3.3% | -0.4% |
| 3M | +3.4% | +1.4% | +2.0% | +2.7% |
| 6M | +18.9% | +9.9% | +9.0% | +15.3% |
| YTD | +13.8% | +26.3% | -12.6% | +5.9% |
| 1Y | +20.6% | +36.1% | -15.6% | +9.6% |
| 3Y | +100.5% | +48.6% | +51.9% | +72.1% |
| 5Y | +84.6% | +45.0% | +39.6% | +54.5% |
| All | +84.6% | +45.2% | +39.4% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling