+120.1%
SMTC vs BHP
+110.7%
+9.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +13.1% | -3.6% | +16.7% | +15.8% |
| 30D | +19.5% | -1.2% | +20.6% | +19.8% |
| 3M | +2.2% | +1.2% | +1.0% | +1.1% |
| 6M | +94.9% | +21.4% | +73.5% | +73.5% |
| YTD | +127.0% | +50.4% | +76.5% | +78.0% |
| 1Y | +174.6% | +67.5% | +107.1% | +102.2% |
| 3Y | +615.9% | +72.8% | +543.1% | +410.1% |
| All | +120.1% | +110.7% | +9.4% | +44.0% |
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 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