+2,793.8%
ASX vs SAN
+332.9%
+2,460.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.5% | -20.3% | -20.6% |
| 7D | -33.3% | +3.5% | -36.8% | -34.3% |
| 30D | -36.5% | -13.2% | -23.3% | -32.7% |
| 3M | -19.2% | -16.9% | -2.2% | -12.9% |
| 6M | -10.2% | +2.3% | -12.6% | -11.1% |
| YTD | +86.5% | +4.9% | +81.5% | +81.6% |
| 1Y | +89.6% | +20.4% | +69.2% | +74.1% |
| 3Y | +298.6% | +243.2% | +55.4% | +131.3% |
| 5Y | +414.3% | +275.3% | +139.0% | +178.8% |
| 10Y | +711.1% | +254.0% | +457.1% | +309.7% |
| All | +2,793.8% | +332.9% | +2,460.9% | +751.2% |
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