+189.9%
STLA vs EXR
+1,928.0%
-1,738.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -4.5% | +5.2% | -9.7% | -6.1% |
| 30D | -3.9% | +20.9% | -24.8% | -9.8% |
| 3M | -20.2% | +7.7% | -27.9% | -22.1% |
| 6M | -42.2% | +13.2% | -55.3% | -44.6% |
| YTD | -59.3% | +26.5% | -85.8% | -62.5% |
| 1Y | -56.1% | +27.2% | -83.3% | -59.6% |
| 3Y | -73.7% | +71.5% | -145.2% | -78.0% |
| 5Y | -70.3% | +0.4% | -70.7% | -71.3% |
| 10Y | +23.1% | +225.2% | -202.1% | -12.6% |
| All | +189.9% | +1,928.0% | -1,738.2% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling