+1,324.9%
SPYG vs BUD
+217.8%
+1,107.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.3% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | -6.5% | +6.7% | -13.1% | -8.7% |
| 3M | -6.8% | +5.7% | -12.6% | -9.0% |
| 6M | -3.1% | +5.8% | -9.0% | -5.8% |
| YTD | +8.0% | +34.4% | -26.4% | -3.6% |
| 1Y | +10.2% | +33.3% | -23.0% | -1.4% |
| 3Y | +91.0% | +48.8% | +42.2% | +60.8% |
| 5Y | +67.7% | +52.5% | +15.2% | +37.9% |
| 10Y | +393.9% | -4.0% | +397.9% | +351.3% |
| All | +1,324.9% | +217.8% | +1,107.1% | +661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling