-4.5%
STM vs ASX
+538.6%
-543.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | -1.1% |
| 7D | +1.4% | +0.8% | +0.6% | -0.3% |
| 30D | -8.4% | -20.4% | +12.1% | +5.4% |
| 3M | -15.8% | -2.1% | -13.7% | -16.9% |
| 6M | -22.8% | +8.2% | -31.0% | -29.9% |
| YTD | +79.4% | +137.3% | -57.9% | -6.7% |
| 1Y | +97.0% | +155.0% | -58.0% | -2.9% |
| 3Y | +14.2% | +397.9% | -383.7% | -68.2% |
| 5Y | -4.5% | +529.2% | -533.7% | -78.8% |
| All | -4.5% | +538.6% | -543.0% | -78.8% |
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