+913.4%
ASX vs SRE
+121.7%
+791.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.5% |
| 7D | +6.3% | +1.4% | +4.9% | +5.8% |
| 30D | +6.4% | +1.9% | +4.5% | +5.7% |
| 3M | +13.1% | -3.3% | +16.4% | +14.2% |
| 6M | +90.3% | -6.4% | +96.7% | +93.4% |
| YTD | +149.6% | -1.8% | +151.5% | +149.7% |
| 1Y | +249.2% | +10.7% | +238.4% | +235.0% |
| 3Y | +445.9% | +31.8% | +414.1% | +379.3% |
| 5Y | +477.7% | +49.2% | +428.5% | +381.1% |
| 10Y | +913.4% | +118.5% | +794.9% | +628.8% |
| All | +913.4% | +121.7% | +791.7% | +628.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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