+5,471.7%
BHP vs SM
+1,283.9%
+4,187.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | +3.8% | -19.5% | +23.3% | +8.2% |
| 30D | -6.5% | -20.2% | +13.7% | -2.6% |
| 3M | -8.5% | -6.5% | -2.0% | -8.3% |
| 6M | -2.2% | +1.6% | -3.7% | -4.9% |
| YTD | +40.0% | +61.2% | -21.2% | +21.1% |
| 1Y | +51.3% | +65.4% | -14.0% | +29.9% |
| 3Y | +56.5% | -13.0% | +69.6% | +48.0% |
| 5Y | +130.2% | -4.3% | +134.5% | +102.9% |
| 10Y | +336.5% | +3.0% | +333.5% | +134.5% |
| All | +5,471.7% | +1,283.9% | +4,187.8% | +2,004.1% |
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