+66.0%
BHP vs SM
+36.8%
+29.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.7% |
| 7D | -5.0% | -0.5% | -4.5% | -5.0% |
| 30D | +1.2% | +25.6% | -24.4% | +3.2% |
| 3M | +1.8% | +8.0% | -6.2% | +3.1% |
| 6M | +18.0% | +50.8% | -32.8% | +18.5% |
| YTD | +52.7% | +97.9% | -45.2% | +48.6% |
| 1Y | +66.0% | +33.8% | +32.2% | +65.2% |
| All | +66.0% | +36.8% | +29.2% | +65.2% |
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