+477.7%
ASX vs SPYG
+84.3%
+393.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.7% |
| 7D | +6.3% | +1.2% | +5.1% | +4.7% |
| 30D | +6.4% | -1.6% | +8.0% | +8.6% |
| 3M | +13.1% | +3.4% | +9.8% | +10.3% |
| 6M | +90.3% | +18.9% | +71.4% | +58.6% |
| YTD | +149.6% | +13.8% | +135.8% | +119.4% |
| 1Y | +249.2% | +20.6% | +228.6% | +187.5% |
| 3Y | +445.9% | +100.5% | +345.4% | +154.7% |
| 5Y | +477.7% | +84.6% | +393.1% | +191.4% |
| All | +477.7% | +84.3% | +393.4% | +191.4% |
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