+212.8%
BHP vs SITM
+4,437.5%
-4,224.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.9% | +3.7% | -2.8% | +0.3% |
| 30D | +4.0% | -14.5% | +18.5% | +6.0% |
| 3M | +11.3% | -10.6% | +21.8% | +11.2% |
| 6M | +29.3% | +65.5% | -36.2% | +16.6% |
| YTD | +59.2% | +67.0% | -7.8% | +42.3% |
| 1Y | +80.8% | +138.6% | -57.8% | +51.6% |
| 3Y | +88.0% | +421.8% | -333.8% | +30.4% |
| 5Y | +126.6% | +172.4% | -45.8% | +57.8% |
| All | +212.8% | +4,437.5% | -4,224.7% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling