+953.3%
ASX vs SCHG
+459.0%
+494.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.9% |
| 7D | +5.2% | -1.0% | +6.3% | +6.3% |
| 30D | +0.5% | -1.3% | +1.7% | +1.7% |
| 3M | +8.3% | +5.4% | +2.9% | +3.1% |
| 6M | +82.0% | +14.4% | +67.6% | +60.8% |
| YTD | +147.6% | +8.0% | +139.6% | +131.8% |
| 1Y | +258.8% | +12.7% | +246.1% | +223.0% |
| 3Y | +452.1% | +85.6% | +366.4% | +210.1% |
| 5Y | +441.7% | +85.5% | +356.2% | +204.1% |
| All | +953.3% | +459.0% | +494.3% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SCHG 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling