+963.7%
ASX vs SCHG
+454.2%
+509.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -2.8% |
| 7D | +6.5% | -2.7% | +9.2% | +9.5% |
| 30D | +3.1% | -2.2% | +5.3% | +5.5% |
| 3M | +17.4% | +6.2% | +11.2% | +11.0% |
| 6M | +85.4% | +13.4% | +72.1% | +65.4% |
| YTD | +150.1% | +7.1% | +143.0% | +136.2% |
| 1Y | +256.3% | +12.5% | +243.8% | +221.4% |
| 3Y | +446.9% | +86.2% | +360.7% | +206.4% |
| 5Y | +447.1% | +83.9% | +363.2% | +209.9% |
| All | +963.7% | +454.2% | +509.4% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling