+858.4%
ASX vs SAN
+347.3%
+511.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -0.7% | +1.8% | -2.5% | -1.5% |
| 30D | +2.0% | +2.0% | 0.0% | +1.1% |
| 3M | -1.3% | +19.7% | -21.1% | -8.1% |
| 6M | +71.4% | +30.6% | +40.8% | +53.7% |
| YTD | +135.3% | +28.8% | +106.5% | +110.9% |
| 1Y | +267.5% | +57.8% | +209.7% | +202.8% |
| 3Y | +388.5% | +338.1% | +50.4% | +160.8% |
| 5Y | +417.1% | +384.2% | +32.9% | +155.6% |
| All | +858.4% | +347.3% | +511.2% | +342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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