+73.5%
SPYM vs BUD
+51.3%
+22.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | -0.6% | +6.0% | -6.6% | -2.0% |
| 30D | -3.7% | +11.3% | -14.9% | -6.3% |
| 3M | -2.7% | +3.6% | -6.3% | -3.8% |
| 6M | +2.2% | +7.7% | -5.5% | -0.2% |
| YTD | +10.9% | +36.4% | -25.4% | +1.0% |
| 1Y | +11.3% | +37.8% | -26.5% | +0.9% |
| 3Y | +76.8% | +51.2% | +25.6% | +52.5% |
| 5Y | +73.5% | +53.4% | +20.1% | +43.3% |
| All | +73.5% | +51.3% | +22.3% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling