+748.4%
ASX vs STT
+204.5%
+543.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.3% |
| 7D | -19.9% | -2.5% | -17.4% | -18.7% |
| 30D | -30.9% | -5.0% | -25.9% | -28.8% |
| 3M | -15.1% | -10.5% | -4.6% | -10.3% |
| 6M | -6.5% | +10.0% | -16.5% | -9.4% |
| YTD | +98.4% | +30.7% | +67.8% | +78.2% |
| 1Y | +107.9% | +43.8% | +64.1% | +79.4% |
| 3Y | +325.3% | +168.1% | +157.2% | +179.2% |
| 5Y | +447.3% | +101.4% | +345.9% | +290.4% |
| All | +748.4% | +204.5% | +543.9% | +452.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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