+70.8%
SAP vs ASX
+431.2%
-360.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.6% | -5.2% |
| 7D | -0.7% | -19.9% | +19.3% | +2.5% |
| 30D | +11.1% | -30.9% | +42.0% | +17.1% |
| 3M | +17.0% | -15.1% | +32.1% | +17.7% |
| 6M | +34.8% | -6.5% | +41.3% | +26.6% |
| YTD | -2.2% | +98.4% | -100.7% | -28.9% |
| 1Y | -6.4% | +107.9% | -114.3% | -33.2% |
| 3Y | +75.1% | +325.3% | -250.1% | -9.3% |
| All | +70.8% | +431.2% | -360.4% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling