+343.3%
SPGI vs ASX
+962.9%
-619.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.5% |
| 7D | +1.2% | +12.4% | -11.2% | -1.0% |
| 30D | +15.9% | -19.8% | +35.7% | +19.3% |
| 3M | +12.3% | -10.3% | +22.6% | +12.3% |
| 6M | +23.7% | +1.2% | +22.5% | +17.4% |
| YTD | -3.5% | +123.0% | -126.6% | -25.7% |
| 1Y | +0.4% | +145.4% | -145.0% | -24.7% |
| 3Y | +29.9% | +368.6% | -338.7% | -22.5% |
| 5Y | +15.2% | +486.0% | -470.8% | -37.8% |
| All | +343.3% | +962.9% | -619.6% | +78.6% |
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