+50,861.1%
SMTC vs BHP
+7,031.6%
+43,829.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -3.8% |
| 7D | +30.5% | +2.5% | +28.0% | +29.5% |
| 30D | -30.9% | -5.2% | -25.6% | -28.8% |
| 3M | -14.7% | -8.7% | -6.0% | -10.7% |
| 6M | -9.6% | -6.9% | -2.7% | -5.8% |
| YTD | +62.1% | +39.0% | +23.1% | +42.3% |
| 1Y | +66.6% | +48.9% | +17.6% | +42.1% |
| 3Y | +718.1% | +55.4% | +662.7% | +584.0% |
| 5Y | +32.8% | +119.2% | -86.4% | -5.4% |
| 10Y | +354.1% | +340.5% | +13.6% | +144.2% |
| All | +50,861.1% | +7,031.6% | +43,829.5% | +7,645.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling