+60.1%
STLD vs EXR
+28.1%
+32.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.9% |
| 7D | -3.9% | +11.3% | -15.2% | -7.2% |
| 30D | -0.4% | +21.2% | -21.5% | -6.6% |
| 3M | -9.2% | +8.7% | -17.9% | -11.3% |
| 6M | +5.0% | +18.2% | -13.2% | -1.3% |
| YTD | +42.8% | +27.9% | +14.9% | +28.4% |
| 1Y | +60.1% | +28.3% | +31.7% | +42.9% |
| All | +60.1% | +28.1% | +32.0% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling