+139.0%
SN vs BHP
+51.6%
+87.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.5% |
| 7D | +7.6% | +3.8% | +3.7% | +6.0% |
| 30D | +22.4% | -6.5% | +28.9% | +25.7% |
| 3M | +21.7% | -8.5% | +30.2% | +25.7% |
| 6M | +102.8% | -2.2% | +105.0% | +99.5% |
| YTD | +102.4% | +40.0% | +62.4% | +55.3% |
| 1Y | +139.0% | +51.3% | +87.7% | +65.0% |
| All | +139.0% | +51.6% | +87.4% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling