+498.2%
ASX vs SFM
+112.8%
+385.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.7% | -4.1% |
| 7D | +22.1% | -0.4% | +22.5% | +22.1% |
| 30D | -23.8% | -19.2% | -4.5% | -23.3% |
| 3M | -7.6% | -40.3% | +32.7% | -5.3% |
| 6M | +6.9% | -40.9% | +47.8% | +9.4% |
| YTD | +127.7% | -35.5% | +163.2% | +130.7% |
| 1Y | +144.5% | -37.4% | +182.0% | +148.4% |
| 3Y | +377.8% | +25.5% | +352.3% | +341.3% |
| 5Y | +498.2% | +113.0% | +385.2% | +444.6% |
| All | +498.2% | +112.8% | +385.5% | +444.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling