+422.5%
STM vs ASX
+849.3%
-426.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.6% | -1.9% | +1.2% |
| 7D | -5.6% | -12.3% | +6.7% | +1.9% |
| 30D | -14.4% | -26.0% | +11.6% | +2.2% |
| 3M | -20.5% | -8.1% | -12.4% | -17.8% |
| 6M | -24.5% | +1.4% | -25.9% | -27.4% |
| YTD | +72.7% | +115.6% | -42.9% | +2.4% |
| 1Y | +91.0% | +128.0% | -37.0% | +9.0% |
| 3Y | +13.5% | +371.4% | -357.9% | -61.1% |
| 5Y | -9.2% | +469.4% | -478.6% | -72.8% |
| 10Y | +422.5% | +842.6% | -420.1% | +1.5% |
| All | +422.5% | +849.3% | -426.8% | +1.5% |
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