+2,979.8%
ASX vs SRE
+1,690.6%
+1,289.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.1% | +8.5% | +7.2% |
| 7D | -19.9% | -9.2% | -10.8% | -16.6% |
| 30D | -30.9% | -1.9% | -29.0% | -30.2% |
| 3M | -15.1% | -6.5% | -8.5% | -12.8% |
| 6M | -6.5% | -15.2% | +8.8% | -0.4% |
| YTD | +98.4% | -9.5% | +107.9% | +105.3% |
| 1Y | +107.9% | -13.2% | +121.1% | +118.5% |
| 3Y | +325.3% | +19.5% | +305.8% | +281.8% |
| 5Y | +447.3% | +43.6% | +403.7% | +349.8% |
| 10Y | +763.2% | +109.9% | +653.3% | +472.4% |
| All | +2,979.8% | +1,690.6% | +1,289.2% | +1,117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling