+406.2%
ASX vs SRE
+31.9%
+374.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | +2.0% | -0.7% | +2.7% | +2.1% |
| 3M | -1.3% | -6.3% | +5.0% | -0.3% |
| 6M | +71.4% | -10.7% | +82.1% | +74.6% |
| YTD | +135.3% | -3.5% | +138.8% | +135.7% |
| 1Y | +267.5% | +5.3% | +262.2% | +261.2% |
| All | +406.2% | +31.9% | +374.3% | +355.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling