+236.6%
SAP vs ASX
+962.9%
-726.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | +0.6% | +12.4% | -11.8% | -1.9% |
| 30D | +6.5% | -19.8% | +26.3% | +9.9% |
| 3M | +12.2% | -10.3% | +22.6% | +12.1% |
| 6M | +46.1% | +1.2% | +44.8% | +36.1% |
| YTD | -1.6% | +123.0% | -124.6% | -28.3% |
| 1Y | -5.1% | +145.4% | -150.6% | -32.9% |
| 3Y | +68.4% | +368.6% | -300.3% | -6.4% |
| 5Y | +79.4% | +486.0% | -406.6% | -9.6% |
| All | +236.6% | +962.9% | -726.4% | +32.5% |
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