+133.0%
ASX vs SITM
+29.9%
+103.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.0% | +4.4% |
| 7D | -9.1% | -0.1% | -9.0% | -9.0% |
| 30D | -23.6% | -27.4% | +3.8% | -13.3% |
| 3M | -5.6% | -35.6% | +30.0% | +10.9% |
| 6M | +4.7% | -46.6% | +51.3% | +27.6% |
| YTD | +122.6% | +25.8% | +96.8% | +101.1% |
| 1Y | +133.0% | +38.2% | +94.8% | +105.1% |
| All | +133.0% | +29.9% | +103.1% | +105.1% |
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