+67.8%
SAP vs ASX
+396.7%
-328.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | -0.2% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | +7.5% | -20.4% | +27.9% | +8.9% |
| 3M | +11.6% | -2.1% | +13.8% | +10.9% |
| 6M | +37.6% | +8.2% | +29.4% | +31.0% |
| YTD | -2.0% | +137.3% | -139.2% | -24.2% |
| 1Y | -6.4% | +155.0% | -161.4% | -29.2% |
| All | +67.8% | +396.7% | -328.9% | -2.6% |
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