-21.6%
STM vs ASX
-12.2%
-9.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.4% | -2.0% | +0.6% |
| 7D | -10.7% | -19.9% | +9.2% | +1.2% |
| 30D | -25.7% | -30.9% | +5.1% | -9.0% |
| 3M | -21.6% | -15.1% | -6.5% | -14.0% |
| All | -21.6% | -12.2% | -9.3% | -14.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling