+469.4%
ASX vs STRL
+916.0%
-446.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +15.0% | -6.3% | +3.6% |
| 7D | -12.3% | -13.3% | +1.1% | -8.5% |
| 30D | -26.0% | -43.3% | +17.3% | -11.3% |
| 3M | -8.1% | -46.9% | +38.8% | +12.0% |
| 6M | +1.4% | -65.6% | +67.0% | +40.2% |
| YTD | +115.6% | -5.1% | +120.6% | +113.0% |
| 1Y | +128.0% | -23.1% | +151.1% | +137.9% |
| 3Y | +371.4% | +346.8% | +24.6% | +170.0% |
| 5Y | +469.4% | +907.2% | -437.8% | +103.8% |
| All | +469.4% | +916.0% | -446.6% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling