+479.4%
ASX vs SCHG
+82.0%
+397.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.3% |
| 7D | +11.1% | -0.9% | +12.0% | +12.1% |
| 30D | +9.6% | -2.3% | +11.9% | +12.4% |
| 3M | +18.6% | +4.5% | +14.1% | +13.5% |
| 6M | +92.1% | +13.6% | +78.6% | +69.0% |
| YTD | +158.5% | +7.6% | +150.9% | +141.3% |
| 1Y | +271.9% | +13.0% | +258.8% | +230.1% |
| 3Y | +465.2% | +87.0% | +378.3% | +199.9% |
| 5Y | +479.4% | +82.9% | +396.6% | +206.0% |
| All | +479.4% | +82.0% | +397.4% | +206.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling