+476.4%
BHP vs SM
+23.0%
+453.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | +4.6% | -8.2% | -4.3% |
| 30D | -1.2% | +18.2% | -19.4% | -3.7% |
| 3M | +1.2% | +22.5% | -21.3% | -2.4% |
| 6M | +21.4% | +50.6% | -29.2% | +12.1% |
| YTD | +50.4% | +108.1% | -57.7% | +31.5% |
| 1Y | +67.5% | +46.0% | +21.5% | +54.1% |
| 3Y | +72.8% | +2.9% | +69.9% | +63.2% |
| 5Y | +112.6% | +112.6% | 0.0% | +75.0% |
| All | +476.4% | +23.0% | +453.5% | +277.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling