+308.7%
SPGI vs ASX
+856.9%
-548.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +0.1% | -0.7% | +0.9% | +0.3% |
| 30D | +8.4% | +2.0% | +6.4% | +7.7% |
| 3M | +11.8% | -1.3% | +13.2% | +9.7% |
| 6M | +5.7% | +71.4% | -65.7% | -10.5% |
| YTD | -9.7% | +135.3% | -145.0% | -29.9% |
| 1Y | -12.5% | +267.5% | -279.9% | -40.4% |
| 3Y | +21.8% | +388.5% | -366.7% | -26.6% |
| 5Y | +8.2% | +417.1% | -408.9% | -38.3% |
| All | +308.7% | +856.9% | -548.2% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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