+432.3%
ASX vs SM
+107.8%
+324.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +2.0% | +26.3% | -24.3% | -2.0% |
| 3M | -1.3% | +8.7% | -10.0% | -3.2% |
| 6M | +71.4% | +51.7% | +19.8% | +55.0% |
| YTD | +135.3% | +99.0% | +36.3% | +99.8% |
| 1Y | +267.5% | +34.6% | +232.9% | +237.7% |
| 3Y | +388.5% | -7.8% | +396.2% | +367.1% |
| All | +432.3% | +107.8% | +324.5% | +340.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling