+322.9%
SPYM vs ASX
+973.8%
-650.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.4% |
| 7D | -0.4% | +11.1% | -11.5% | -3.1% |
| 30D | -1.4% | +9.6% | -11.0% | -3.9% |
| 3M | +3.7% | +18.6% | -14.9% | -2.5% |
| 6M | +13.0% | +92.1% | -79.1% | -8.0% |
| YTD | +12.5% | +158.5% | -146.0% | -16.1% |
| 1Y | +18.6% | +271.9% | -253.3% | -20.7% |
| 3Y | +78.0% | +465.2% | -387.2% | +2.2% |
| 5Y | +82.3% | +479.4% | -397.1% | +0.4% |
| 10Y | +322.9% | +992.0% | -669.1% | +78.6% |
| All | +322.9% | +973.8% | -650.9% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling