+415.3%
ASX vs SPG
+74.6%
+340.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.8% | +5.6% | +6.0% |
| 7D | -19.9% | +4.9% | -24.8% | -21.7% |
| 30D | -30.9% | +15.6% | -46.5% | -35.9% |
| 3M | -15.1% | +4.1% | -19.2% | -17.0% |
| 6M | -6.5% | +13.6% | -20.0% | -13.8% |
| YTD | +98.4% | +27.5% | +70.9% | +70.6% |
| 1Y | +107.9% | +32.2% | +75.6% | +74.7% |
| 3Y | +325.3% | +126.0% | +199.3% | +148.0% |
| All | +415.3% | +74.6% | +340.7% | +226.6% |
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