+367.1%
ASX vs SPG
+136.6%
+230.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.6% | +3.1% |
| 7D | -9.1% | +5.6% | -14.7% | -10.5% |
| 30D | -23.6% | +17.6% | -41.2% | -27.3% |
| 3M | -5.6% | +7.5% | -13.1% | -7.5% |
| 6M | +4.7% | +18.5% | -13.8% | -2.5% |
| YTD | +122.6% | +30.9% | +91.7% | +98.1% |
| 1Y | +133.0% | +34.1% | +98.9% | +104.9% |
| 3Y | +367.1% | +135.5% | +231.6% | +197.2% |
| All | +367.1% | +136.6% | +230.5% | +197.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling