+125.7%
ASX vs SGI
-26.9%
+152.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.4% | +7.7% |
| 7D | -12.3% | -0.2% | -12.1% | -12.2% |
| 30D | -26.0% | +6.6% | -32.6% | -27.7% |
| 3M | -8.1% | +1.8% | -9.9% | -9.2% |
| 6M | +1.4% | -3.9% | +5.3% | +2.9% |
| YTD | +115.6% | -25.2% | +140.8% | +129.7% |
| All | +125.7% | -26.9% | +152.5% | +145.0% |
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