+324.2%
ASX vs SN
+659.6%
-335.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.7% | +3.7% | +5.8% |
| 7D | -19.9% | +7.2% | -27.1% | -21.2% |
| 30D | -30.9% | +20.4% | -51.3% | -33.9% |
| 3M | -15.1% | +23.9% | -39.0% | -19.6% |
| 6M | -6.5% | +93.0% | -99.5% | -21.3% |
| YTD | +98.4% | +99.2% | -0.8% | +65.6% |
| 1Y | +107.9% | +142.6% | -34.7% | +66.1% |
| 3Y | +325.3% | +398.8% | -73.5% | +212.8% |
| All | +324.2% | +659.6% | -335.3% | +213.3% |
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