+499.0%
ASX vs SCHG
+70.8%
+428.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.8% | -3.7% |
| 7D | +22.1% | +4.6% | +17.5% | +16.0% |
| 30D | -23.8% | -6.2% | -17.6% | -16.0% |
| 3M | -7.6% | -3.5% | -4.1% | -1.4% |
| 6M | +6.9% | +0.9% | +6.0% | +9.6% |
| YTD | +127.7% | +5.6% | +122.1% | +122.8% |
| 1Y | +144.5% | +4.4% | +140.1% | +142.3% |
| 3Y | +377.8% | +80.1% | +297.7% | +172.2% |
| All | +499.0% | +70.8% | +428.2% | +245.1% |
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