+82.3%
SPYM vs ASX
+472.4%
-390.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.6% | -2.0% |
| 7D | +0.6% | +6.3% | -5.7% | -1.0% |
| 30D | -0.9% | +6.4% | -7.3% | -2.7% |
| 3M | +3.9% | +13.1% | -9.2% | -1.1% |
| 6M | +14.5% | +90.3% | -75.7% | -6.7% |
| YTD | +13.0% | +149.6% | -136.6% | -15.4% |
| 1Y | +19.4% | +249.2% | -229.7% | -19.6% |
| 3Y | +78.9% | +445.9% | -367.0% | +0.3% |
| 5Y | +82.3% | +477.7% | -395.4% | -6.2% |
| All | +82.3% | +472.4% | -390.1% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling