+3,552.3%
ASX vs SRE
+1,809.0%
+1,743.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +2.0% | -0.7% | +2.7% | +2.1% |
| 3M | -1.3% | -6.3% | +5.0% | +0.8% |
| 6M | +71.4% | -10.7% | +82.1% | +78.1% |
| YTD | +135.3% | -3.5% | +138.8% | +136.9% |
| 1Y | +267.5% | +5.3% | +262.2% | +256.2% |
| 3Y | +388.5% | +31.8% | +356.7% | +320.4% |
| 5Y | +417.1% | +47.4% | +369.7% | +319.8% |
| 10Y | +872.7% | +120.6% | +752.2% | +530.6% |
| All | +3,552.3% | +1,809.0% | +1,743.3% | +1,305.4% |
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 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