+976.3%
ASX vs SITM
+4,437.5%
-3,461.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +3.9% |
| 7D | +11.1% | +3.7% | +7.4% | +9.9% |
| 30D | +9.6% | -14.5% | +24.1% | +13.8% |
| 3M | +18.6% | -10.6% | +29.2% | +20.8% |
| 6M | +92.1% | +65.5% | +26.6% | +65.8% |
| YTD | +158.5% | +67.0% | +91.5% | +120.9% |
| 1Y | +271.9% | +138.6% | +133.3% | +186.1% |
| 3Y | +465.2% | +421.8% | +43.4% | +231.4% |
| 5Y | +479.4% | +172.4% | +307.0% | +254.9% |
| All | +976.3% | +4,437.5% | -3,461.2% | +302.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling