+415.3%
ASX vs SRE
+43.0%
+372.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.5% | +7.0% |
| 7D | -19.9% | -9.2% | -10.8% | -17.5% |
| 30D | -30.9% | -1.9% | -29.0% | -30.3% |
| 3M | -15.1% | -6.5% | -8.5% | -13.4% |
| 6M | -6.5% | -15.2% | +8.8% | -2.2% |
| YTD | +98.4% | -9.5% | +107.9% | +103.1% |
| 1Y | +107.9% | -13.2% | +121.1% | +115.2% |
| 3Y | +325.3% | +19.5% | +305.8% | +283.8% |
| All | +415.3% | +43.0% | +372.3% | +333.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling