+432.3%
ASX vs SPG
+102.5%
+329.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -0.7% | -2.4% | +1.7% | +0.5% |
| 30D | +2.0% | -6.8% | +8.8% | +5.5% |
| 3M | -1.3% | +2.7% | -4.0% | -4.0% |
| 6M | +71.4% | +5.5% | +66.0% | +64.3% |
| YTD | +135.3% | +15.7% | +119.6% | +113.9% |
| 1Y | +267.5% | +20.9% | +246.6% | +224.2% |
| 3Y | +388.5% | +112.4% | +276.1% | +201.7% |
| All | +432.3% | +102.5% | +329.8% | +228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling