+298.6%
ASX vs SN
+639.7%
-341.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.0% | -19.8% | -20.5% |
| 7D | -33.3% | +3.8% | -37.1% | -33.9% |
| 30D | -36.5% | +17.5% | -54.0% | -38.9% |
| 3M | -19.2% | +19.2% | -38.4% | -22.8% |
| 6M | -10.2% | +84.9% | -95.2% | -23.7% |
| YTD | +86.5% | +94.0% | -7.6% | +56.5% |
| 1Y | +89.6% | +151.3% | -61.7% | +50.3% |
| 3Y | +298.6% | +387.1% | -88.5% | +194.9% |
| All | +298.6% | +639.7% | -341.1% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling