+6,110.5%
BHP vs SM
+1,608.3%
+4,502.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +3.4% | +26.3% | -22.9% | -1.8% |
| 3M | +4.1% | +8.7% | -4.6% | +1.1% |
| 6M | +20.6% | +51.7% | -31.1% | +7.4% |
| YTD | +56.1% | +99.0% | -43.0% | +30.5% |
| 1Y | +69.6% | +34.6% | +35.0% | +53.1% |
| 3Y | +78.8% | -7.8% | +86.6% | +68.3% |
| 5Y | +113.1% | +104.8% | +8.3% | +59.9% |
| 10Y | +505.9% | +7.2% | +498.6% | +227.3% |
| All | +6,110.5% | +1,608.3% | +4,502.2% | +2,166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling