+2,793.8%
ASX vs SM
+207.5%
+2,586.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.6% | -16.2% | -20.1% |
| 7D | -33.3% | -25.1% | -8.1% | -30.7% |
| 30D | -36.5% | -15.6% | -20.9% | -35.1% |
| 3M | -19.2% | +2.7% | -21.9% | -19.9% |
| 6M | -10.2% | -3.8% | -6.4% | -11.1% |
| YTD | +86.5% | +61.8% | +24.6% | +70.1% |
| 1Y | +89.6% | +71.4% | +18.3% | +71.3% |
| 3Y | +298.6% | -20.7% | +319.3% | +292.8% |
| 5Y | +414.3% | -11.5% | +425.8% | +384.4% |
| 10Y | +711.1% | +10.2% | +700.9% | +451.3% |
| All | +2,793.8% | +207.5% | +2,586.2% | +1,195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling