+1,008.3%
SPYM vs BUD
+222.5%
+785.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | -0.6% | +6.0% | -6.6% | -2.4% |
| 30D | -3.7% | +11.3% | -14.9% | -7.1% |
| 3M | -2.7% | +3.6% | -6.3% | -4.2% |
| 6M | +2.2% | +7.7% | -5.5% | -0.9% |
| YTD | +10.9% | +36.4% | -25.4% | -0.9% |
| 1Y | +11.3% | +37.8% | -26.5% | -1.0% |
| 3Y | +76.8% | +51.2% | +25.6% | +49.5% |
| 5Y | +73.5% | +53.4% | +20.1% | +43.7% |
| 10Y | +307.9% | -3.2% | +311.1% | +270.5% |
| All | +1,008.3% | +222.5% | +785.8% | +508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling