+21.0%
STM vs BUD
+46.3%
-25.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +0.3% | +5.5% | +5.6% |
| 30D | -1.0% | -5.7% | +4.7% | +1.8% |
| 3M | -33.3% | +3.1% | -36.4% | -34.8% |
| 6M | +57.4% | +7.9% | +49.5% | +49.6% |
| YTD | +102.2% | +27.3% | +74.9% | +74.8% |
| 1Y | +99.6% | +37.8% | +61.8% | +64.7% |
| 3Y | +14.5% | +49.8% | -35.3% | -13.4% |
| All | +21.0% | +46.3% | -25.4% | -9.7% |
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 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