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  • ASX vs SAN✓SelectedUSD · SANASX vs SAN performance historyLatest closeAs of+0.21%09/04
Stock and ETF performance explorer

ASX vs SAN

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,552.3%
SAN return
+431.6%
Excess return
+3,120.7%
Maximum drawdown
-74.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSANExcessAlpha
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%+53.5%
YTD+135.3%+28.8%+106.5%+110.8%
1Y+267.5%+57.8%+209.7%+202.0%
3Y+388.5%+338.1%+50.4%+156.0%
5Y+417.1%+384.2%+32.9%+151.5%
10Y+872.7%+353.1%+519.6%+342.6%
All+3,552.3%+431.6%+3,120.7%+888.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling