+748.4%
ASX vs SAN
+236.7%
+511.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.2% | +8.7% | +7.4% |
| 7D | -19.9% | +4.9% | -24.8% | -21.8% |
| 30D | -30.9% | -13.0% | -17.9% | -26.8% |
| 3M | -15.1% | -18.9% | +3.8% | -7.5% |
| 6M | -6.5% | -4.1% | -2.3% | -4.7% |
| YTD | +98.4% | +2.6% | +95.9% | +95.2% |
| 1Y | +107.9% | +16.9% | +90.9% | +93.5% |
| 3Y | +325.3% | +239.1% | +86.2% | +151.9% |
| 5Y | +447.3% | +266.8% | +180.5% | +202.8% |
| All | +748.4% | +236.7% | +511.7% | +336.4% |
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