+155.0%
ASX vs SM
+72.9%
+82.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.6% | +1.0% | +7.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -20.4% | -17.3% | -3.1% | -22.4% |
| 3M | -2.1% | -3.6% | +1.4% | -1.9% |
| 6M | +8.2% | +2.9% | +5.3% | +11.8% |
| YTD | +137.3% | +70.2% | +67.1% | +144.5% |
| 1Y | +155.0% | +66.5% | +88.5% | +165.7% |
| All | +155.0% | +72.9% | +82.1% | +165.7% |
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