+3,022.6%
BHP vs SBAC
+2,222.3%
+800.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -4.5% | +5.5% | -10.0% | -5.4% |
| 3M | -6.9% | +3.1% | -10.0% | -7.5% |
| 6M | -10.6% | -7.0% | -3.5% | -10.0% |
| YTD | +37.2% | +0.5% | +36.7% | +35.7% |
| 1Y | +48.0% | +0.2% | +47.8% | +46.4% |
| 3Y | +52.6% | -7.4% | +59.9% | +51.7% |
| 5Y | +116.5% | -39.7% | +156.2% | +128.3% |
| 10Y | +334.9% | +112.5% | +222.4% | +274.7% |
| All | +3,022.6% | +2,222.3% | +800.3% | +1,984.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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