+222.9%
SAP vs ASX
+849.3%
-626.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.6% | -6.9% | -0.1% |
| 7D | +1.6% | -12.3% | +13.9% | +3.6% |
| 30D | +10.5% | -26.0% | +36.5% | +16.1% |
| 3M | +15.2% | -8.1% | +23.3% | +14.3% |
| 6M | +36.7% | +1.4% | +35.3% | +26.9% |
| YTD | -0.6% | +115.6% | -116.1% | -27.0% |
| 1Y | -4.1% | +128.0% | -132.2% | -30.9% |
| 3Y | +73.2% | +371.4% | -298.2% | -4.2% |
| 5Y | +74.1% | +469.4% | -395.3% | -11.7% |
| 10Y | +222.9% | +842.6% | -619.7% | +29.1% |
| All | +222.9% | +849.3% | -626.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling