+72.6%
SPY vs ASX
+482.2%
-409.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.7% | +0.1% |
| 7D | +2.6% | +12.4% | -9.8% | -0.3% |
| 30D | -2.0% | -19.8% | +17.8% | +2.1% |
| 3M | -2.8% | -10.3% | +7.5% | -2.1% |
| 6M | +2.1% | +1.2% | +0.9% | -2.7% |
| YTD | +11.5% | +123.0% | -111.5% | -16.5% |
| 1Y | +13.5% | +145.4% | -132.0% | -17.6% |
| 3Y | +77.7% | +368.6% | -290.9% | -0.2% |
| All | +72.6% | +482.2% | -409.7% | -14.4% |
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