+601.8%
SMTC vs BHP
+81.6%
+520.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +22.5% | +0.9% | +21.6% | +21.7% |
| 30D | +24.9% | +4.0% | +20.9% | +20.5% |
| 3M | +4.1% | +11.3% | -7.2% | -4.7% |
| 6M | +92.6% | +29.3% | +63.2% | +58.5% |
| YTD | +122.5% | +59.2% | +63.3% | +57.5% |
| 1Y | +166.2% | +80.8% | +85.4% | +71.6% |
| All | +601.8% | +81.6% | +520.2% | +318.0% |
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