+270.1%
SIMO vs BHP
+115.8%
+154.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +4.2% | -2.9% | +7.1% | +5.5% |
| 30D | +4.1% | +3.4% | +0.7% | +2.3% |
| 3M | -12.9% | +4.1% | -16.9% | -14.4% |
| 6M | +110.3% | +20.6% | +89.8% | +95.2% |
| YTD | +178.6% | +56.1% | +122.5% | +135.6% |
| 1Y | +220.0% | +69.6% | +150.4% | +163.1% |
| 3Y | +409.0% | +78.8% | +330.2% | +306.1% |
| All | +270.1% | +115.8% | +154.3% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling