+314.6%
SPYM vs BUD
-22.8%
+337.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.0% | -3.2% | +1.2% | -1.0% |
| 30D | -1.6% | -3.7% | +2.0% | -0.6% |
| 3M | +4.7% | -4.4% | +9.2% | +5.9% |
| 6M | +12.6% | +7.7% | +4.8% | +9.4% |
| YTD | +11.8% | +23.1% | -11.3% | +4.1% |
| 1Y | +17.5% | +33.6% | -16.1% | +6.4% |
| 3Y | +77.0% | +44.7% | +32.3% | +53.1% |
| 5Y | +82.6% | +44.9% | +37.7% | +55.3% |
| All | +314.6% | -22.8% | +337.4% | +283.6% |
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