-5.8%
STM vs BUD
+50.5%
-56.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.5% |
| 7D | +1.4% | +0.5% | +1.0% | +1.0% |
| 30D | -8.4% | +7.4% | -15.8% | -12.1% |
| 3M | -15.8% | +4.3% | -20.1% | -18.5% |
| 6M | -22.8% | +5.3% | -28.1% | -26.1% |
| YTD | +79.4% | +33.2% | +46.1% | +50.1% |
| 1Y | +97.0% | +31.8% | +65.2% | +65.8% |
| 3Y | +14.2% | +47.8% | -33.6% | -13.0% |
| All | -5.8% | +50.5% | -56.3% | -29.4% |
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 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