+384.2%
ASX vs SGI
+58.5%
+325.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.8% | -18.0% | -19.7% |
| 7D | -33.3% | +5.3% | -38.6% | -34.6% |
| 30D | -36.5% | +8.2% | -44.6% | -38.7% |
| 3M | -19.2% | -2.2% | -17.0% | -19.4% |
| 6M | -10.2% | -8.4% | -1.8% | -8.3% |
| YTD | +86.5% | -23.4% | +109.9% | +102.7% |
| 1Y | +89.6% | -14.0% | +103.6% | +95.0% |
| 3Y | +298.6% | +78.8% | +219.8% | +191.6% |
| All | +384.2% | +58.5% | +325.7% | +244.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling