-12.1%
ASX vs SGI
-11.4%
-0.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.8% | -18.0% | -20.1% |
| 7D | -33.3% | +5.3% | -38.6% | -33.8% |
| 30D | -36.5% | +8.2% | -44.6% | -37.5% |
| 3M | -19.2% | -2.2% | -17.0% | -17.5% |
| All | -12.1% | -11.4% | -0.7% | -4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling