+220.4%
BHP vs SFM
+44.5%
+175.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.7% |
| 7D | +2.4% | -7.1% | +9.5% | +3.4% |
| 30D | -5.4% | -21.4% | +16.0% | -2.8% |
| 3M | -6.9% | -40.1% | +33.2% | -0.7% |
| 6M | -4.3% | -38.0% | +33.7% | +0.9% |
| YTD | +41.6% | -36.5% | +78.2% | +47.8% |
| 1Y | +53.3% | -35.2% | +88.5% | +59.2% |
| 3Y | +58.4% | +23.5% | +34.9% | +40.3% |
| 5Y | +121.3% | +109.7% | +11.6% | +73.1% |
| 10Y | +349.0% | +132.6% | +216.4% | +223.7% |
| All | +220.4% | +44.5% | +175.9% | +150.6% |
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