+861.6%
ASX vs STRL
+7,064.8%
-6,203.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.5% | -1.2% |
| 7D | -0.7% | +3.4% | -4.1% | -1.6% |
| 30D | +2.0% | -9.2% | +11.2% | +4.4% |
| 3M | -1.3% | -51.0% | +49.7% | +17.0% |
| 6M | +71.4% | +15.8% | +55.7% | +61.7% |
| YTD | +135.3% | +58.9% | +76.5% | +106.1% |
| 1Y | +267.5% | +68.5% | +199.0% | +214.6% |
| 3Y | +388.5% | +485.2% | -96.7% | +205.6% |
| 5Y | +417.1% | +2,005.1% | -1,588.0% | +143.8% |
| All | +861.6% | +7,064.8% | -6,203.2% | +282.3% |
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