+879.9%
ASX vs SITM
+4,608.4%
-3,728.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.5% | -6.3% | -1.5% |
| 7D | -0.7% | +9.7% | -10.4% | -3.2% |
| 30D | +2.0% | +12.7% | -10.7% | -2.5% |
| 3M | -1.3% | -13.4% | +12.1% | +1.5% |
| 6M | +71.4% | +59.6% | +11.8% | +49.0% |
| YTD | +135.3% | +73.3% | +62.0% | +99.3% |
| 1Y | +267.5% | +165.5% | +101.9% | +175.6% |
| 3Y | +388.5% | +368.7% | +19.8% | +193.4% |
| 5Y | +417.1% | +172.5% | +244.6% | +216.0% |
| All | +879.9% | +4,608.4% | -3,728.5% | +263.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling