+403.1%
ASX vs SN
+490.7%
-87.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | -0.7% | -9.3% | +8.6% | +1.5% |
| 30D | +2.0% | -4.8% | +6.8% | +3.0% |
| 3M | -1.3% | +40.4% | -41.8% | -10.0% |
| 6M | +71.4% | +50.9% | +20.5% | +52.9% |
| YTD | +135.3% | +54.9% | +80.4% | +108.9% |
| 1Y | +267.5% | +43.0% | +224.5% | +231.0% |
| 3Y | +388.5% | +391.8% | -3.3% | +283.8% |
| All | +403.1% | +490.7% | -87.6% | +295.2% |
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