+738.1%
STM vs BUD
+214.6%
+523.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +5.3% |
| 7D | -10.7% | +4.5% | -15.2% | -13.5% |
| 30D | -25.7% | +12.5% | -38.3% | -31.8% |
| 3M | -21.6% | 0.0% | -21.5% | -23.0% |
| 6M | -27.8% | +3.8% | -31.6% | -31.2% |
| YTD | +61.8% | +33.1% | +28.7% | +31.4% |
| 1Y | +78.1% | +35.5% | +42.6% | +42.9% |
| 3Y | +4.9% | +49.4% | -44.5% | -23.2% |
| 5Y | -14.3% | +48.0% | -62.3% | -37.9% |
| 10Y | +414.1% | -8.6% | +422.6% | +365.0% |
| All | +738.1% | +214.6% | +523.5% | +186.9% |
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