+477.7%
ASX vs SITM
+168.3%
+309.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +6.7% |
| 7D | +6.3% | +8.4% | -2.1% | +3.6% |
| 30D | +6.4% | -17.4% | +23.8% | +12.2% |
| 3M | +13.1% | -9.8% | +23.0% | +15.2% |
| 6M | +90.3% | +83.0% | +7.3% | +55.9% |
| YTD | +149.6% | +69.6% | +80.0% | +107.2% |
| 1Y | +249.2% | +144.9% | +104.3% | +155.9% |
| 3Y | +445.9% | +429.9% | +16.0% | +189.8% |
| 5Y | +477.7% | +169.2% | +308.6% | +201.4% |
| All | +477.7% | +168.3% | +309.5% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling