+307.3%
SPY vs ASX
+849.3%
-542.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.6% | -6.3% | +0.2% |
| 7D | +0.1% | -12.3% | +12.4% | +2.7% |
| 30D | -3.3% | -26.0% | +22.7% | +2.9% |
| 3M | -2.4% | -8.1% | +5.7% | -2.3% |
| 6M | +2.6% | +1.4% | +1.2% | -2.2% |
| YTD | +11.2% | +115.6% | -104.3% | -14.6% |
| 1Y | +13.4% | +128.0% | -114.6% | -14.5% |
| 3Y | +79.9% | +371.4% | -291.5% | +6.4% |
| 5Y | +72.2% | +469.4% | -397.2% | -6.3% |
| 10Y | +307.3% | +842.6% | -535.3% | +77.1% |
| All | +307.3% | +849.3% | -542.0% | +77.1% |
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