-6.4%
SAP vs ASX
+154.3%
-160.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | +0.9% |
| 7D | -2.5% | +0.8% | -3.3% | -2.0% |
| 30D | +7.5% | -20.4% | +27.9% | +5.6% |
| 3M | +11.6% | -2.1% | +13.8% | +12.5% |
| 6M | +37.6% | +8.2% | +29.4% | +37.2% |
| YTD | -2.0% | +137.3% | -139.2% | -16.2% |
| 1Y | -6.4% | +155.0% | -161.4% | -21.3% |
| All | -6.4% | +154.3% | -160.7% | -21.3% |
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