+130.2%
BHP vs SM
-10.9%
+141.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | +3.8% | -19.5% | +23.3% | +7.1% |
| 30D | -6.5% | -20.2% | +13.7% | -3.6% |
| 3M | -8.5% | -6.5% | -2.0% | -8.5% |
| 6M | -2.2% | +1.6% | -3.7% | -4.7% |
| YTD | +40.0% | +61.2% | -21.2% | +21.1% |
| 1Y | +51.3% | +65.4% | -14.0% | +29.8% |
| 3Y | +56.5% | -13.0% | +69.6% | +47.4% |
| 5Y | +130.2% | -4.3% | +134.5% | +108.5% |
| All | +130.2% | -10.9% | +141.1% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling