+858.4%
ASX vs SGI
+267.9%
+590.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -0.7% | +8.5% | -9.3% | -3.0% |
| 30D | +2.0% | +0.7% | +1.3% | +1.5% |
| 3M | -1.3% | +0.6% | -1.9% | -1.7% |
| 6M | +71.4% | -17.9% | +89.4% | +79.8% |
| YTD | +135.3% | -21.2% | +156.5% | +148.4% |
| 1Y | +267.5% | -18.9% | +286.3% | +282.8% |
| 3Y | +388.5% | +52.6% | +335.8% | +324.6% |
| 5Y | +417.1% | +60.7% | +356.4% | +327.3% |
| All | +858.4% | +267.9% | +590.5% | +522.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling