+469.4%
ASX vs SITM
+63.2%
+406.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.6% | -1.0% | +5.6% |
| 7D | -12.3% | +9.4% | -21.6% | -14.5% |
| 30D | -26.0% | -25.4% | -0.6% | -18.8% |
| 3M | -8.1% | -37.0% | +28.9% | +5.2% |
| 6M | +1.4% | -45.1% | +46.5% | +19.6% |
| YTD | +115.6% | +29.4% | +86.2% | +94.3% |
| 1Y | +128.0% | +39.8% | +88.2% | +100.1% |
| 3Y | +371.4% | +328.2% | +43.2% | +168.3% |
| 5Y | +469.4% | +87.4% | +382.0% | +254.5% |
| All | +469.4% | +63.2% | +406.2% | +254.5% |
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