+517.6%
SPMO vs BHP
+496.8%
+20.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -0.9% | -3.6% | +2.7% | +0.3% |
| 30D | -1.9% | -1.2% | -0.7% | -1.7% |
| 3M | -1.4% | +1.2% | -2.6% | -2.1% |
| 6M | +25.5% | +21.4% | +4.1% | +17.1% |
| YTD | +24.8% | +50.4% | -25.6% | +8.0% |
| 1Y | +24.5% | +67.5% | -43.0% | +3.7% |
| 3Y | +157.1% | +72.8% | +84.3% | +107.9% |
| 5Y | +149.5% | +112.6% | +36.9% | +81.5% |
| All | +517.6% | +496.8% | +20.8% | +228.0% |
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 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