-6.4%
SAP vs ASX
+105.3%
-111.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.6% | -3.4% |
| 7D | -0.7% | -19.9% | +19.3% | -2.7% |
| 30D | +11.1% | -30.9% | +42.0% | +7.5% |
| 3M | +17.0% | -15.1% | +32.1% | +16.1% |
| 6M | +34.8% | -6.5% | +41.3% | +30.9% |
| YTD | -2.2% | +98.4% | -100.7% | -17.0% |
| 1Y | -6.4% | +107.9% | -114.3% | -21.1% |
| All | -6.4% | +105.3% | -111.8% | -21.1% |
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 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