+378.4%
ASX vs SFM
+25.7%
+352.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -4.0% |
| 7D | +22.1% | -0.4% | +22.5% | +22.1% |
| 30D | -23.8% | -19.2% | -4.5% | -23.8% |
| 3M | -7.6% | -40.3% | +32.7% | -7.1% |
| 6M | +6.9% | -40.9% | +47.8% | +7.4% |
| YTD | +127.7% | -35.5% | +163.2% | +127.9% |
| 1Y | +144.5% | -37.4% | +182.0% | +145.4% |
| All | +378.4% | +25.7% | +352.7% | +380.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling