+133.0%
ASX vs SM
+64.7%
+68.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.8% | +3.4% |
| 7D | -9.1% | -19.5% | +10.4% | -11.6% |
| 30D | -23.6% | -20.2% | -3.4% | -25.7% |
| 3M | -5.6% | -6.5% | +0.9% | -5.4% |
| 6M | +4.7% | +1.6% | +3.1% | +8.2% |
| YTD | +122.6% | +61.2% | +61.3% | +131.4% |
| 1Y | +133.0% | +65.4% | +67.7% | +145.3% |
| All | +133.0% | +64.7% | +68.3% | +145.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling