+12.1%
SPYM vs BUD
+31.7%
-19.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | +3.3% | -1.6% | +4.9% | +3.3% |
| 30D | -2.6% | +6.7% | -9.3% | -3.1% |
| 3M | -1.7% | +5.9% | -7.6% | -2.2% |
| 6M | +3.1% | +5.1% | -1.9% | +2.4% |
| YTD | +12.0% | +32.9% | -20.9% | +7.3% |
| 1Y | +12.1% | +31.8% | -19.7% | +7.5% |
| All | +12.1% | +31.7% | -19.6% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling