+73.2%
BHP vs SITM
+423.6%
-350.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -5.6% |
| 7D | -3.7% | +4.8% | -8.6% | -4.3% |
| 30D | -0.8% | -9.7% | +8.9% | +0.1% |
| 3M | +7.6% | -9.3% | +16.9% | +7.4% |
| 6M | +20.8% | +69.5% | -48.7% | +9.7% |
| YTD | +50.8% | +70.5% | -19.8% | +35.9% |
| 1Y | +70.9% | +145.3% | -74.3% | +45.4% |
| All | +73.2% | +423.6% | -350.4% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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