+87.5%
BHP vs SFM
+96.9%
-9.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +1.9% |
| 7D | +1.3% | -5.8% | +7.1% | +1.4% |
| 30D | +4.0% | -11.4% | +15.3% | +4.2% |
| 3M | +12.3% | -12.2% | +24.5% | +12.6% |
| 6M | +30.8% | -5.2% | +36.0% | +30.6% |
| YTD | +58.8% | -4.5% | +63.2% | +58.5% |
| 1Y | +76.8% | -45.4% | +122.2% | +83.9% |
| 3Y | +87.5% | +91.1% | -3.6% | +65.8% |
| All | +87.5% | +96.9% | -9.4% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling