+100.5%
SIMO vs BHP
+53.4%
+47.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -11.3% |
| 7D | -16.9% | -2.5% | -14.4% | -15.6% |
| 30D | -35.4% | -7.7% | -27.7% | -31.8% |
| 3M | -31.9% | -6.4% | -25.5% | -29.1% |
| 6M | -19.3% | +5.2% | -24.5% | -19.8% |
| YTD | +98.5% | +38.3% | +60.2% | +64.9% |
| 1Y | +100.5% | +53.4% | +47.1% | +47.1% |
| All | +100.5% | +53.4% | +47.1% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling