+19.8%
STLA vs EXR
+215.3%
-195.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | -6.4% | +2.7% | -9.0% | -7.3% |
| 30D | -1.3% | +18.9% | -20.3% | -7.7% |
| 3M | -19.9% | +8.4% | -28.3% | -22.4% |
| 6M | -42.9% | +14.3% | -57.2% | -45.9% |
| YTD | -59.4% | +27.2% | -86.7% | -63.2% |
| 1Y | -56.8% | +25.9% | -82.8% | -60.7% |
| 3Y | -73.1% | +54.6% | -127.7% | -77.3% |
| 5Y | -70.1% | -0.6% | -69.5% | -71.3% |
| 10Y | +19.8% | +208.5% | -188.7% | -7.9% |
| All | +19.8% | +215.3% | -195.5% | -7.9% |
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