-73.7%
STLA vs EXR
+69.9%
-143.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -4.5% | +5.2% | -9.7% | -6.8% |
| 30D | -3.9% | +20.9% | -24.8% | -12.4% |
| 3M | -20.2% | +7.7% | -27.9% | -23.1% |
| 6M | -42.2% | +13.2% | -55.3% | -45.7% |
| YTD | -59.3% | +26.5% | -85.8% | -64.0% |
| 1Y | -56.1% | +27.2% | -83.3% | -61.2% |
| 3Y | -73.7% | +71.5% | -145.2% | -78.0% |
| All | -73.7% | +69.9% | -143.6% | -78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling