+477.8%
BHP vs SFM
+268.6%
+209.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.1% |
| 7D | -3.7% | -8.8% | +5.0% | -2.6% |
| 30D | -0.8% | -14.5% | +13.6% | +1.1% |
| 3M | +7.6% | -16.8% | +24.4% | +9.9% |
| 6M | +20.8% | -5.3% | +26.1% | +20.3% |
| YTD | +50.8% | -9.4% | +60.1% | +50.7% |
| 1Y | +70.9% | -46.2% | +117.1% | +84.3% |
| 3Y | +78.0% | +81.3% | -3.3% | +50.3% |
| 5Y | +113.1% | +211.9% | -98.8% | +58.5% |
| All | +477.8% | +268.6% | +209.2% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling