+146.5%
ASX vs SGI
-10.7%
+157.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.8% | -10.8% | -5.4% |
| 7D | -14.6% | +12.1% | -26.6% | -16.9% |
| 30D | -21.1% | +12.1% | -33.2% | -23.5% |
| 3M | -3.1% | +0.4% | -3.5% | -3.1% |
| 6M | +17.4% | -4.0% | +21.4% | +18.9% |
| YTD | +135.3% | -21.2% | +156.6% | +142.5% |
| 1Y | +146.5% | -12.1% | +158.6% | +156.6% |
| All | +146.5% | -10.7% | +157.2% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling