+67.6%
SPY vs ASX
+431.2%
-363.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -1.2% |
| 7D | -2.7% | -19.9% | +17.2% | +2.0% |
| 30D | -5.4% | -30.9% | +25.5% | +2.1% |
| 3M | -4.1% | -15.1% | +11.0% | -2.1% |
| 6M | +0.7% | -6.5% | +7.2% | -2.3% |
| YTD | +8.7% | +98.4% | -89.8% | -16.2% |
| 1Y | +10.9% | +107.9% | -97.0% | -15.9% |
| 3Y | +75.0% | +325.3% | -250.3% | +0.5% |
| All | +67.6% | +431.2% | -363.5% | -14.3% |
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