+748.4%
ASX vs SFM
+138.2%
+610.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.8% | +11.3% | +6.8% |
| 7D | -19.9% | -1.2% | -18.7% | -19.8% |
| 30D | -30.9% | -24.8% | -6.1% | -29.7% |
| 3M | -15.1% | -43.7% | +28.6% | -11.7% |
| 6M | -6.5% | -37.3% | +30.8% | -4.0% |
| YTD | +98.4% | -38.4% | +136.8% | +103.2% |
| 1Y | +107.9% | -36.9% | +144.8% | +112.0% |
| 3Y | +325.3% | +20.7% | +304.6% | +297.4% |
| 5Y | +447.3% | +103.5% | +343.8% | +373.8% |
| All | +748.4% | +138.2% | +610.2% | +597.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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