+1,468.3%
ASX vs SFM
+39.6%
+1,428.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.4% |
| 7D | -9.1% | -6.9% | -2.2% | -8.6% |
| 30D | -23.6% | -25.0% | +1.4% | -22.2% |
| 3M | -5.6% | -42.7% | +37.1% | -1.7% |
| 6M | +4.7% | -41.0% | +45.7% | +8.4% |
| YTD | +122.6% | -38.7% | +161.2% | +128.5% |
| 1Y | +133.0% | -38.1% | +171.1% | +138.7% |
| 3Y | +367.1% | +19.3% | +347.8% | +338.1% |
| 5Y | +504.7% | +103.1% | +401.6% | +425.3% |
| 10Y | +887.2% | +131.1% | +756.2% | +717.5% |
| All | +1,468.3% | +39.6% | +1,428.6% | +1,292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling