+76.8%
SPYM vs BUD
+51.6%
+25.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | -0.6% | +6.0% | -6.6% | -1.2% |
| 30D | -3.7% | +11.3% | -14.9% | -5.0% |
| 3M | -2.7% | +3.6% | -6.3% | -3.2% |
| 6M | +2.2% | +7.7% | -5.5% | +1.1% |
| YTD | +10.9% | +36.4% | -25.4% | +5.7% |
| 1Y | +11.3% | +37.8% | -26.5% | +5.8% |
| 3Y | +76.8% | +51.2% | +25.6% | +59.4% |
| All | +76.8% | +51.6% | +25.2% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling