+469.4%
ASX vs SPYG
+67.2%
+402.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +5.0% |
| 7D | -12.3% | 0.0% | -12.3% | -10.9% |
| 30D | -26.0% | -8.4% | -17.6% | -15.1% |
| 3M | -8.1% | -6.2% | -1.9% | +2.7% |
| 6M | +1.4% | -1.8% | +3.2% | +9.2% |
| YTD | +115.6% | +8.4% | +107.2% | +107.5% |
| 1Y | +128.0% | +10.1% | +118.0% | +115.6% |
| 3Y | +371.4% | +94.9% | +276.5% | +136.0% |
| 5Y | +469.4% | +68.5% | +400.9% | +230.9% |
| All | +469.4% | +67.2% | +402.2% | +230.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling