+146.5%
ASX vs SITM
+47.5%
+99.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.4% | +5.4% | -0.5% |
| 7D | -14.6% | -19.5% | +4.9% | -7.6% |
| 30D | -21.1% | -43.2% | +22.1% | -3.8% |
| 3M | -3.1% | -30.8% | +27.8% | +8.3% |
| 6M | +17.4% | -28.6% | +46.0% | +31.1% |
| YTD | +135.3% | +14.2% | +121.1% | +132.2% |
| 1Y | +146.5% | +44.4% | +102.1% | +140.2% |
| All | +146.5% | +47.5% | +99.0% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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