+476.3%
ASX vs SCHG
+85.5%
+390.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.4% |
| 7D | +11.1% | -0.9% | +12.0% | +12.2% |
| 30D | +9.6% | -2.3% | +11.9% | +12.8% |
| 3M | +18.6% | +4.5% | +14.1% | +12.7% |
| 6M | +92.1% | +13.6% | +78.6% | +66.3% |
| YTD | +158.5% | +7.6% | +150.9% | +138.9% |
| 1Y | +271.9% | +13.0% | +258.8% | +224.8% |
| All | +476.3% | +85.5% | +390.8% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling