+50.2%
STLA vs EXR
+148.5%
-98.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +2.6% | -2.6% | +5.1% | +3.6% |
| 30D | -1.2% | -7.2% | +5.9% | +1.5% |
| 3M | -24.8% | -3.5% | -21.3% | -23.9% |
| 6M | -25.6% | -5.3% | -20.3% | -24.2% |
| YTD | -48.9% | +9.4% | -58.3% | -50.8% |
| 1Y | -38.8% | +1.3% | -40.1% | -39.3% |
| 3Y | -64.5% | +22.4% | -87.0% | -67.5% |
| 5Y | -62.4% | -12.2% | -50.2% | -62.2% |
| All | +50.2% | +148.5% | -98.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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