+406.2%
ASX vs SITM
+395.0%
+11.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -1.8% |
| 7D | -0.7% | +9.7% | -10.4% | -3.6% |
| 30D | +2.0% | +12.7% | -10.7% | -3.3% |
| 3M | -1.3% | -13.4% | +12.1% | +1.7% |
| 6M | +71.4% | +59.6% | +11.8% | +46.3% |
| YTD | +135.3% | +73.3% | +62.0% | +95.1% |
| 1Y | +267.5% | +165.5% | +101.9% | +166.1% |
| All | +406.2% | +395.0% | +11.2% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling