+14.0%
SPGI vs ASX
+503.8%
-489.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.7% | -1.0% |
| 7D | -0.8% | +22.1% | -22.9% | -3.0% |
| 30D | +14.3% | -23.8% | +38.0% | +17.0% |
| 3M | +14.5% | -7.6% | +22.1% | +14.1% |
| 6M | +17.3% | +6.9% | +10.4% | +11.8% |
| YTD | -4.6% | +127.7% | -132.3% | -23.1% |
| 1Y | +0.8% | +144.5% | -143.8% | -20.2% |
| 3Y | +28.8% | +377.8% | -349.0% | -19.3% |
| 5Y | +14.0% | +498.2% | -484.3% | -37.0% |
| All | +14.0% | +503.8% | -489.8% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling