+62.4%
SAP vs ASX
+390.9%
-328.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +9.0% | +2.0% | +7.0% | +8.7% |
| 3M | +14.9% | -1.3% | +16.3% | +13.1% |
| 6M | +11.9% | +71.4% | -59.5% | -5.0% |
| YTD | -9.9% | +135.3% | -145.2% | -30.1% |
| 1Y | -19.5% | +267.5% | -287.0% | -45.7% |
| All | +62.4% | +390.9% | -328.4% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling