+392.6%
ASX vs SFM
+108.0%
+284.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +2.0% | -4.4% | +6.4% | +2.1% |
| 3M | -1.3% | +1.5% | -2.9% | -1.5% |
| 6M | +71.4% | +6.5% | +65.0% | +70.1% |
| YTD | +135.3% | +2.2% | +133.2% | +134.6% |
| 1Y | +267.5% | -41.9% | +309.4% | +294.5% |
| All | +392.6% | +108.0% | +284.7% | +355.9% |
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 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