+407.5%
SIMO vs BHP
+330.6%
+76.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.9% |
| 7D | -16.0% | +3.8% | -19.9% | -17.3% |
| 30D | -35.8% | -6.5% | -29.3% | -33.7% |
| 3M | -26.5% | -8.5% | -18.0% | -23.4% |
| 6M | -33.0% | -2.2% | -30.8% | -31.9% |
| YTD | +84.3% | +40.0% | +44.3% | +62.1% |
| 1Y | +82.0% | +51.3% | +30.7% | +55.3% |
| 3Y | +218.5% | +56.5% | +161.9% | +166.2% |
| 5Y | +175.0% | +130.2% | +44.8% | +89.5% |
| 10Y | +407.5% | +336.5% | +71.0% | +173.9% |
| All | +407.5% | +330.6% | +76.9% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling