+227.4%
SIMO vs BHP
+60.3%
+167.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +3.3% |
| 7D | -8.2% | +3.5% | -11.7% | -10.2% |
| 30D | -34.6% | -4.5% | -30.1% | -32.5% |
| 3M | -32.6% | -6.4% | -26.3% | -29.6% |
| 6M | -31.8% | -0.1% | -31.8% | -31.5% |
| YTD | +87.6% | +43.0% | +44.6% | +51.5% |
| 1Y | +86.7% | +56.5% | +30.2% | +42.6% |
| 3Y | +227.4% | +62.0% | +165.4% | +140.9% |
| All | +227.4% | +60.3% | +167.1% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling