+392.6%
ASX vs SM
-7.7%
+400.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +2.0% | +26.3% | -24.3% | -1.0% |
| 3M | -1.3% | +8.7% | -10.0% | -2.4% |
| 6M | +71.4% | +51.7% | +19.8% | +56.4% |
| YTD | +135.3% | +99.0% | +36.3% | +100.8% |
| 1Y | +267.5% | +34.6% | +232.9% | +243.1% |
| All | +392.6% | -7.7% | +400.4% | +371.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling