+253.0%
BHP vs SFM
+132.6%
+120.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.8% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +3.4% | -4.4% | +7.7% | +3.9% |
| 3M | +4.1% | +1.5% | +2.5% | +3.3% |
| 6M | +20.6% | +6.5% | +14.1% | +18.1% |
| YTD | +56.1% | +2.2% | +53.9% | +53.4% |
| 1Y | +69.6% | -41.9% | +111.5% | +81.7% |
| 3Y | +78.8% | +106.8% | -27.9% | +48.1% |
| 5Y | +113.1% | +231.6% | -118.5% | +57.4% |
| 10Y | +505.9% | +258.4% | +247.5% | +313.1% |
| All | +253.0% | +132.6% | +120.4% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling