+126.6%
BHP vs SM
+119.2%
+7.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +4.0% | +20.3% | -16.3% | +0.8% |
| 3M | +11.3% | +22.9% | -11.7% | +6.5% |
| 6M | +29.3% | +47.8% | -18.5% | +17.6% |
| YTD | +59.2% | +107.5% | -48.2% | +33.9% |
| 1Y | +80.8% | +51.7% | +29.1% | +61.7% |
| 3Y | +88.0% | -0.9% | +88.8% | +76.3% |
| 5Y | +126.6% | +112.2% | +14.4% | +73.0% |
| All | +126.6% | +119.2% | +7.4% | +73.0% |
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