+360.8%
ASX vs SN
+681.9%
-321.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.7% | +7.9% |
| 7D | -12.3% | +7.6% | -19.9% | -13.7% |
| 30D | -26.0% | +24.1% | -50.1% | -29.7% |
| 3M | -8.1% | +23.7% | -31.8% | -12.9% |
| 6M | +1.4% | +105.5% | -104.1% | -16.0% |
| YTD | +115.6% | +105.1% | +10.5% | +78.7% |
| 1Y | +128.0% | +148.3% | -20.3% | +81.2% |
| 3Y | +371.4% | +438.7% | -67.3% | +244.2% |
| All | +360.8% | +681.9% | -321.1% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 5y: compounded portfolio wealth divided by compounded SN 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…
5y analysis · Full analysis span regression · 6 months rolling