+985.8%
ASX vs SM
+18.0%
+967.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +12.4% | +9.4% | +3.0% | +11.4% |
| 30D | -19.8% | -14.4% | -5.4% | -18.7% |
| 3M | -10.3% | +1.6% | -11.9% | -10.8% |
| 6M | +1.2% | +6.3% | -5.1% | -0.4% |
| YTD | +123.0% | +78.8% | +44.2% | +106.1% |
| 1Y | +145.4% | +83.1% | +62.3% | +126.0% |
| 3Y | +368.6% | -5.9% | +374.5% | +355.7% |
| 5Y | +486.0% | +4.8% | +481.2% | +454.3% |
| All | +985.8% | +18.0% | +967.8% | +717.0% |
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