+985.8%
ASX vs SPYG
+393.2%
+592.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.0% |
| 7D | +12.4% | +2.3% | +10.0% | +9.7% |
| 30D | -19.8% | -6.5% | -13.4% | -11.6% |
| 3M | -10.3% | -6.8% | -3.5% | -0.2% |
| 6M | +1.2% | -3.1% | +4.4% | +9.9% |
| YTD | +123.0% | +8.0% | +115.0% | +116.5% |
| 1Y | +145.4% | +10.2% | +135.2% | +133.3% |
| 3Y | +368.6% | +91.0% | +277.6% | +157.0% |
| 5Y | +486.0% | +67.7% | +418.3% | +267.1% |
| All | +985.8% | +393.2% | +592.6% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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