+249.2%
ASX vs SGI
-19.6%
+268.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +6.3% | +9.3% | -3.0% | +3.5% |
| 30D | +6.4% | +6.9% | -0.5% | +4.3% |
| 3M | +13.1% | +2.8% | +10.3% | +12.7% |
| 6M | +90.3% | -12.6% | +102.9% | +93.2% |
| YTD | +149.6% | -21.5% | +171.2% | +155.1% |
| 1Y | +249.2% | -18.8% | +267.9% | +267.9% |
| All | +249.2% | -19.6% | +268.8% | +267.9% |
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