+332.2%
BHP vs SM
+18.0%
+314.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | +9.4% | -9.9% | -1.9% |
| 30D | -4.5% | -14.4% | +9.8% | -2.8% |
| 3M | -6.9% | +1.6% | -8.4% | -7.8% |
| 6M | -10.6% | +6.3% | -16.9% | -12.9% |
| YTD | +37.2% | +78.8% | -41.6% | +21.9% |
| 1Y | +48.0% | +83.1% | -35.1% | +30.8% |
| 3Y | +52.6% | -5.9% | +58.5% | +45.2% |
| 5Y | +116.5% | +4.8% | +111.6% | +96.9% |
| All | +332.2% | +18.0% | +314.1% | +175.2% |
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 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