+53.4%
BHP vs SM
+70.4%
-17.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +17.9% | +0.8% |
| 7D | -2.5% | -21.5% | +19.0% | -5.1% |
| 30D | -7.7% | -11.4% | +3.7% | -8.8% |
| 3M | -6.4% | +0.6% | -7.0% | -5.6% |
| 6M | +5.2% | +0.2% | +4.9% | +6.8% |
| YTD | +38.3% | +69.7% | -31.3% | +37.4% |
| 1Y | +53.4% | +71.6% | -18.2% | +53.2% |
| All | +53.4% | +70.4% | -17.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling