+31.7%
SPGI vs ASX
+324.2%
-292.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -1.1% |
| 7D | +0.3% | -19.9% | +20.2% | +0.5% |
| 30D | +18.4% | -30.9% | +49.3% | +18.8% |
| 3M | +15.7% | -15.1% | +30.8% | +15.5% |
| 6M | +17.3% | -6.5% | +23.7% | +15.2% |
| YTD | -4.7% | +98.4% | -103.2% | -14.1% |
| 1Y | +1.8% | +107.9% | -106.1% | -8.8% |
| 3Y | +31.7% | +325.3% | -293.6% | -2.6% |
| All | +31.7% | +324.2% | -292.5% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling