+1,408.6%
SPYG vs BUD
+201.1%
+1,207.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -0.4% | -5.7% | +5.2% | +1.4% |
| 3M | +0.5% | +3.1% | -2.6% | -0.8% |
| 6M | +17.5% | +7.9% | +9.6% | +13.7% |
| YTD | +14.3% | +27.3% | -13.0% | +4.4% |
| 1Y | +21.7% | +37.8% | -16.1% | +7.8% |
| 3Y | +98.6% | +49.8% | +48.8% | +66.9% |
| 5Y | +85.1% | +43.8% | +41.3% | +55.3% |
| 10Y | +412.0% | -22.6% | +434.7% | +410.7% |
| All | +1,408.6% | +201.1% | +1,207.5% | +724.2% |
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