-74.5%
STLA vs EXR
-1.8%
-72.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -13.8% | -0.4% | -13.3% | -13.6% |
| 30D | -10.5% | +18.2% | -28.8% | -17.1% |
| 3M | -28.9% | +7.3% | -36.2% | -31.1% |
| 6M | -49.7% | +13.8% | -63.6% | -52.7% |
| YTD | -64.9% | +25.9% | -90.9% | -68.6% |
| 1Y | -64.0% | +25.8% | -89.8% | -67.8% |
| 3Y | -77.4% | +53.7% | -131.1% | -81.6% |
| All | -74.5% | -1.8% | -72.7% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling