+325.3%
ASX vs SM
-20.0%
+345.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +6.3% |
| 7D | -19.9% | -25.9% | +6.0% | -17.2% |
| 30D | -30.9% | -15.1% | -15.8% | -29.7% |
| 3M | -15.1% | +4.9% | -20.0% | -16.2% |
| 6M | -6.5% | +6.1% | -12.6% | -8.9% |
| YTD | +98.4% | +63.4% | +35.0% | +71.5% |
| 1Y | +107.9% | +72.5% | +35.4% | +76.5% |
| 3Y | +325.3% | -16.9% | +342.2% | +306.8% |
| All | +325.3% | -20.0% | +345.3% | +306.8% |
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