+576.6%
SPMO vs BHP
+410.9%
+165.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | +0.5% | +4.0% | -3.4% | -0.7% |
| 3M | +1.9% | +12.3% | -10.4% | -1.5% |
| 6M | +27.8% | +30.8% | -3.0% | +18.4% |
| YTD | +26.7% | +58.8% | -32.1% | +11.0% |
| 1Y | +28.9% | +76.8% | -47.9% | +9.6% |
| 3Y | +160.7% | +87.5% | +73.2% | +115.1% |
| 5Y | +150.2% | +123.9% | +26.3% | +93.0% |
| 10Y | +517.5% | +504.4% | +13.2% | +299.6% |
| All | +576.6% | +410.9% | +165.7% | +349.5% |
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 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