+107.9%
ASX vs SFM
-38.0%
+145.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.8% | +11.3% | +5.7% |
| 7D | -19.9% | -1.2% | -18.7% | -19.7% |
| 30D | -30.9% | -24.8% | -6.1% | -33.4% |
| 3M | -15.1% | -43.7% | +28.6% | -21.3% |
| 6M | -6.5% | -37.3% | +30.8% | -11.4% |
| YTD | +98.4% | -38.4% | +136.8% | +92.4% |
| 1Y | +107.9% | -36.9% | +144.8% | +98.7% |
| All | +107.9% | -38.0% | +145.8% | +98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling