+82.0%
SIMO vs BHP
+51.6%
+30.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.3% |
| 7D | -16.0% | +3.8% | -19.9% | -18.1% |
| 30D | -35.8% | -6.5% | -29.3% | -32.6% |
| 3M | -26.5% | -8.5% | -18.0% | -21.9% |
| 6M | -33.0% | -2.2% | -30.8% | -31.7% |
| YTD | +84.3% | +40.0% | +44.3% | +56.2% |
| 1Y | +82.0% | +51.3% | +30.7% | +44.5% |
| All | +82.0% | +51.6% | +30.4% | +44.5% |
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