+748.4%
ASX vs STRL
+3,580.1%
-2,831.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.5% | +3.0% | +5.5% |
| 7D | -19.9% | -26.9% | +7.0% | -13.1% |
| 30D | -30.9% | -52.7% | +21.8% | -15.8% |
| 3M | -15.1% | -52.8% | +37.8% | +3.2% |
| 6M | -6.5% | -71.5% | +65.0% | +28.2% |
| YTD | +98.4% | -17.4% | +115.9% | +106.1% |
| 1Y | +107.9% | -35.0% | +142.8% | +126.8% |
| 3Y | +325.3% | +239.2% | +86.1% | +207.8% |
| 5Y | +447.3% | +830.2% | -382.9% | +212.8% |
| All | +748.4% | +3,580.1% | -2,831.7% | +346.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling