+572.1%
SNPS vs BHP
+498.2%
+73.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +3.0% |
| 7D | -4.6% | -3.7% | -0.9% | -3.3% |
| 30D | -3.3% | -0.8% | -2.5% | -3.2% |
| 3M | -13.8% | +7.6% | -21.4% | -16.8% |
| 6M | -8.2% | +20.8% | -29.0% | -15.5% |
| YTD | -15.4% | +50.8% | -66.2% | -29.0% |
| 1Y | +2.4% | +70.9% | -68.5% | -18.1% |
| 3Y | -13.5% | +78.0% | -91.5% | -32.8% |
| 5Y | +19.5% | +113.1% | -93.6% | -15.7% |
| All | +572.1% | +498.2% | +73.9% | +224.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling