-5.5%
SAP vs ASX
+133.5%
-139.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -1.2% |
| 7D | +1.5% | -9.1% | +10.6% | +0.8% |
| 30D | +8.8% | -23.6% | +32.4% | +6.4% |
| 3M | +12.1% | -5.6% | +17.7% | +12.5% |
| 6M | +34.6% | +4.7% | +29.9% | +32.4% |
| YTD | -2.1% | +122.6% | -124.7% | -15.7% |
| 1Y | -5.5% | +133.0% | -138.6% | -19.3% |
| All | -5.5% | +133.5% | -139.0% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling