+5.2%
SSPC vs BHP
-11.9%
+17.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.6% | +5.2% | +11.5% |
| 7D | +11.8% | -2.5% | +14.3% | +7.1% |
| 30D | +44.7% | -7.7% | +52.4% | +29.3% |
| 3M | -40.7% | -6.4% | -34.3% | -42.6% |
| All | +5.2% | -11.9% | +17.1% | -3.6% |
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 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 · Available span rolling