+858.4%
ASX vs SPG
+59.6%
+798.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -0.7% | -2.4% | +1.7% | 0.0% |
| 30D | +2.0% | -6.8% | +8.8% | +4.1% |
| 3M | -1.3% | +2.7% | -4.0% | -2.7% |
| 6M | +71.4% | +5.5% | +66.0% | +67.6% |
| YTD | +135.3% | +15.7% | +119.6% | +123.2% |
| 1Y | +267.5% | +20.9% | +246.6% | +243.0% |
| 3Y | +388.5% | +112.4% | +276.1% | +283.2% |
| 5Y | +417.1% | +101.4% | +315.7% | +309.0% |
| All | +858.4% | +59.6% | +798.8% | +659.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling