+444.1%
STM vs ASX
+878.5%
-434.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -1.7% |
| 7D | -7.9% | -9.1% | +1.2% | -2.8% |
| 30D | -14.1% | -23.6% | +9.4% | +0.5% |
| 3M | -17.6% | -5.6% | -12.0% | -16.4% |
| 6M | -24.2% | +4.7% | -28.9% | -28.6% |
| YTD | +73.3% | +122.6% | -49.3% | +0.6% |
| 1Y | +90.1% | +133.0% | -42.9% | +6.9% |
| 3Y | +10.3% | +367.1% | -356.8% | -62.0% |
| 5Y | -5.7% | +504.7% | -510.5% | -72.8% |
| 10Y | +444.1% | +887.2% | -443.1% | +3.7% |
| All | +444.1% | +878.5% | -434.4% | +3.7% |
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