+2,722.2%
ASX vs SGI
+2,021.1%
+701.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.8% | -18.0% | -20.2% |
| 7D | -33.3% | +5.3% | -38.6% | -34.0% |
| 30D | -36.5% | +8.2% | -44.6% | -37.7% |
| 3M | -19.2% | -2.2% | -17.0% | -19.3% |
| 6M | -10.2% | -8.4% | -1.8% | -9.2% |
| YTD | +86.5% | -23.4% | +109.9% | +95.1% |
| 1Y | +89.6% | -14.0% | +103.6% | +93.2% |
| 3Y | +298.6% | +78.8% | +219.8% | +246.9% |
| 5Y | +414.3% | +58.6% | +355.6% | +349.1% |
| 10Y | +711.1% | +427.8% | +283.2% | +424.7% |
| All | +2,722.2% | +2,021.1% | +701.2% | +1,003.5% |
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