+3,491.4%
ASX vs SGI
+1,852.9%
+1,638.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.7% |
| 7D | +0.8% | -10.5% | +11.3% | +3.2% |
| 30D | -20.4% | +0.1% | -20.6% | -20.8% |
| 3M | -2.1% | -4.0% | +1.8% | -2.0% |
| 6M | +8.2% | -5.6% | +13.8% | +8.8% |
| YTD | +137.3% | -29.5% | +166.8% | +152.3% |
| 1Y | +155.0% | -31.5% | +186.5% | +172.7% |
| 3Y | +397.9% | +71.6% | +326.3% | +336.7% |
| 5Y | +529.2% | +50.5% | +478.7% | +455.2% |
| 10Y | +1,007.5% | +333.9% | +673.6% | +643.0% |
| All | +3,491.4% | +1,852.9% | +1,638.5% | +1,326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling