+271.9%
ASX vs SITM
+140.0%
+131.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.1% | +4.1% |
| 7D | +11.1% | +3.7% | +7.4% | +9.6% |
| 30D | +9.6% | -14.5% | +24.1% | +15.1% |
| 3M | +18.6% | -10.6% | +29.2% | +21.0% |
| 6M | +92.1% | +65.5% | +26.6% | +64.6% |
| YTD | +158.5% | +67.0% | +91.5% | +120.8% |
| 1Y | +271.9% | +138.6% | +133.3% | +206.1% |
| All | +271.9% | +140.0% | +131.9% | +206.1% |
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