+313.8%
SPY vs ASX
+860.0%
-546.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.1% | +2.0% | -1.9% | -0.7% |
| 3M | +2.0% | -1.3% | +3.3% | +0.4% |
| 6M | +13.0% | +71.4% | -58.4% | -5.3% |
| YTD | +13.5% | +135.3% | -121.8% | -13.3% |
| 1Y | +20.0% | +267.5% | -247.5% | -19.9% |
| 3Y | +77.2% | +388.5% | -311.3% | +5.7% |
| 5Y | +81.9% | +417.1% | -335.2% | +3.0% |
| All | +313.8% | +860.0% | -546.2% | +82.6% |
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