+78.9%
SPYM vs BUD
+48.7%
+30.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | -0.9% | -4.8% | +3.9% | -0.3% |
| 3M | +3.9% | +1.4% | +2.5% | +3.5% |
| 6M | +14.5% | +9.9% | +4.7% | +12.5% |
| YTD | +13.0% | +26.3% | -13.4% | +8.5% |
| 1Y | +19.4% | +36.1% | -16.7% | +13.2% |
| 3Y | +78.9% | +48.6% | +30.3% | +62.6% |
| All | +78.9% | +48.7% | +30.2% | +62.6% |
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 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