+2,979.8%
ASX vs SM
+210.6%
+2,769.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +6.3% |
| 7D | -19.9% | -25.9% | +6.0% | -16.6% |
| 30D | -30.9% | -15.1% | -15.8% | -29.4% |
| 3M | -15.1% | +4.9% | -20.0% | -16.1% |
| 6M | -6.5% | +6.1% | -12.6% | -8.5% |
| YTD | +98.4% | +63.4% | +35.0% | +80.8% |
| 1Y | +107.9% | +72.5% | +35.4% | +87.6% |
| 3Y | +325.3% | -16.9% | +342.2% | +316.5% |
| 5Y | +447.3% | -10.6% | +458.0% | +414.9% |
| 10Y | +763.2% | +11.3% | +751.9% | +486.0% |
| All | +2,979.8% | +210.6% | +2,769.2% | +1,277.3% |
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 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