+1,007.5%
ASX vs SM
+10.6%
+996.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.6% | +1.0% | +6.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.9% |
| 30D | -20.4% | -17.3% | -3.1% | -19.0% |
| 3M | -2.1% | -3.6% | +1.4% | -2.1% |
| 6M | +8.2% | +2.9% | +5.3% | +6.8% |
| YTD | +137.3% | +70.2% | +67.1% | +120.4% |
| 1Y | +155.0% | +66.5% | +88.5% | +137.2% |
| 3Y | +397.9% | -8.2% | +406.1% | +385.6% |
| 5Y | +529.2% | -1.5% | +530.7% | +498.9% |
| 10Y | +1,007.5% | +11.9% | +995.6% | +735.3% |
| All | +1,007.5% | +10.6% | +996.9% | +735.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling