+2,979.8%
ASX vs SAN
+323.2%
+2,656.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.9% |
| 3M | -15.1% | -18.9% | +3.8% | -7.6% |
| 6M | -6.5% | -4.1% | -2.3% | -4.8% |
| YTD | +98.4% | +2.6% | +95.9% | +95.0% |
| 1Y | +107.9% | +16.9% | +90.9% | +93.1% |
| 3Y | +325.3% | +239.1% | +86.2% | +148.0% |
| 5Y | +447.3% | +266.8% | +180.5% | +199.3% |
| 10Y | +763.2% | +246.0% | +517.2% | +339.9% |
| All | +2,979.8% | +323.2% | +2,656.6% | +814.1% |
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